Formula Systems (1985) Ltd (FORTY)

93.35 0.00 (0.00%) USD  |  NASDAQ  |  Dec 20, 16:00
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Formula Systems Max Drawdown (5Y): 54.38% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Magic Software Enterprises Ltd 63.91%
MIND C.T.I. Ltd 40.39%
Nayax Ltd --
SatixFy Communications Ltd --
Silynxcom Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.42
Beta (5Y) 1.080
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.62%
Historical Sharpe Ratio (5Y) 0.0759
Historical Sortino (5Y) 0.1202
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.52%