Elbit Systems Ltd (ESLT)

262.29 +0.11 (+0.04%) USD  |  NASDAQ  |  Dec 24, 16:00
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Elbit Systems Max Drawdown (5Y): 32.89% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ZIM Integrated Shipping Services Ltd --
TAT Technologies Ltd 75.11%
Caesarstone Ltd 88.02%
SuperCom Ltd 99.50%
Kornit Digital Ltd 92.23%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.1077
Beta (5Y) 0.5256
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.84%
Historical Sharpe Ratio (5Y) 0.2482
Historical Sortino (5Y) 0.4289
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.50%