Elron Ventures Ltd. (ELRNF)
1.35
0.00 (0.00%)
USD |
OTCM |
Dec 08, 16:00
Elron Ventures Max Drawdown (5Y): 100.0% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Metalink Ltd. | 99.39% |
| Bank Hapoalim BM | 36.46% |
| The Trendlines Group Ltd. | 75.33% |
| Israel Discount Bank Ltd. | 36.93% |
| eToro Group Ltd. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.63 |
| Beta (5Y) | 1.047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.00M% |
| Historical Sortino (5Y) | -0.0803 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.66% |