Elbit Systems Ltd (ESLT)
249.86
+0.54
(+0.22%)
USD |
NASDAQ |
Nov 22, 14:06
Elbit Systems Max Drawdown (5Y): 32.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.89% |
| September 30, 2024 | 32.89% |
| August 31, 2024 | 32.89% |
| July 31, 2024 | 32.89% |
| June 30, 2024 | 32.89% |
| May 31, 2024 | 32.89% |
| April 30, 2024 | 32.89% |
| March 31, 2024 | 32.89% |
| February 29, 2024 | 32.89% |
| January 31, 2024 | 32.89% |
| December 31, 2023 | 32.89% |
| November 30, 2023 | 32.89% |
| October 31, 2023 | 32.89% |
| September 30, 2023 | 32.89% |
| August 31, 2023 | 32.89% |
| July 31, 2023 | 32.89% |
| June 30, 2023 | 32.89% |
| May 31, 2023 | 32.89% |
| April 30, 2023 | 32.89% |
| March 31, 2023 | 32.89% |
| February 28, 2023 | 32.89% |
| January 31, 2023 | 32.59% |
| December 31, 2022 | 32.59% |
| November 30, 2022 | 32.48% |
| October 31, 2022 | 32.48% |
| Date | Value |
|---|---|
| September 30, 2022 | 32.48% |
| August 31, 2022 | 32.48% |
| July 31, 2022 | 32.48% |
| June 30, 2022 | 32.48% |
| May 31, 2022 | 32.48% |
| April 30, 2022 | 32.48% |
| March 31, 2022 | 32.48% |
| February 28, 2022 | 32.48% |
| January 31, 2022 | 32.48% |
| December 31, 2021 | 32.48% |
| November 30, 2021 | 32.48% |
| October 31, 2021 | 32.48% |
| September 30, 2021 | 32.48% |
| August 31, 2021 | 32.48% |
| July 31, 2021 | 32.48% |
| June 30, 2021 | 32.48% |
| May 31, 2021 | 32.48% |
| April 30, 2021 | 32.48% |
| March 31, 2021 | 32.48% |
| February 28, 2021 | 32.48% |
| January 31, 2021 | 32.48% |
| December 31, 2020 | 32.48% |
| November 30, 2020 | 32.48% |
| October 31, 2020 | 32.48% |
| September 30, 2020 | 30.89% |
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
26.86%
Minimum
Nov 2019
32.89%
Maximum
Feb 2023
32.07%
Average
32.48%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| 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) | -0.9647 |
| Beta (5Y) | 0.5133 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.17% |
| Historical Sharpe Ratio (5Y) | 0.2084 |
| Historical Sortino (5Y) | 0.3548 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.50% |