Elbit Imaging Ltd (EMITF)
0.85
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Elbit Imaging Max Drawdown (5Y): 96.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.08% |
| February 29, 2024 | 96.08% |
| January 31, 2024 | 96.08% |
| December 31, 2023 | 96.08% |
| November 30, 2023 | 96.08% |
| October 31, 2023 | 96.08% |
| September 30, 2023 | 96.43% |
| August 31, 2023 | 97.51% |
| July 31, 2023 | 97.61% |
| June 30, 2023 | 97.61% |
| May 31, 2023 | 97.61% |
| April 30, 2023 | 97.61% |
| March 31, 2023 | 97.61% |
| February 28, 2023 | 97.76% |
| January 31, 2023 | 98.00% |
| December 31, 2022 | 98.08% |
| November 30, 2022 | 98.14% |
| October 31, 2022 | 98.22% |
| September 30, 2022 | 98.90% |
| August 31, 2022 | 98.94% |
| July 31, 2022 | 98.94% |
| June 30, 2022 | 98.94% |
| May 31, 2022 | 98.94% |
| April 30, 2022 | 98.94% |
| March 31, 2022 | 98.94% |
| Date | Value |
|---|---|
| February 28, 2022 | 98.94% |
| January 31, 2022 | 98.94% |
| December 31, 2021 | 98.94% |
| November 30, 2021 | 98.94% |
| October 31, 2021 | 98.94% |
| September 30, 2021 | 98.94% |
| August 31, 2021 | 98.94% |
| July 31, 2021 | 98.94% |
| June 30, 2021 | 98.94% |
| May 31, 2021 | 99.02% |
| April 30, 2021 | 99.19% |
| March 31, 2021 | 99.19% |
| February 28, 2021 | 99.38% |
| January 31, 2021 | 99.40% |
| December 31, 2020 | 99.68% |
| November 30, 2020 | 99.71% |
| October 31, 2020 | 99.72% |
| September 30, 2020 | 99.73% |
| August 31, 2020 | 99.73% |
| July 31, 2020 | 99.73% |
| June 30, 2020 | 99.73% |
| May 31, 2020 | 99.73% |
| April 30, 2020 | 99.73% |
| March 31, 2020 | 99.73% |
| February 29, 2020 | 99.73% |
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
96.08%
Minimum
Oct 2023
99.75%
Maximum
Apr 2019
98.70%
Average
98.94%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Compugen Ltd | 97.28% |
| Pluri Inc | 96.47% |
| BioLine Rx Ltd | 97.41% |
| Can Fite Biofarma Ltd | 99.32% |
| BiomX Inc | 98.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8589 |
| Beta (5Y) | 0.1848 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.19% |
| Historical Sharpe Ratio (5Y) | 0.0453 |
| Historical Sortino (5Y) | 0.1044 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.52% |