Formula Systems (1985) Ltd (FORTY)
74.60
0.00 (0.00%)
USD |
NASDAQ |
Apr 24, 16:00
Formula Systems Max Drawdown (5Y): 54.38% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 54.38% |
| February 29, 2024 | 54.38% |
| January 31, 2024 | 54.38% |
| December 31, 2023 | 54.38% |
| November 30, 2023 | 54.38% |
| October 31, 2023 | 54.38% |
| September 30, 2023 | 51.00% |
| August 31, 2023 | 51.00% |
| July 31, 2023 | 51.00% |
| June 30, 2023 | 51.00% |
| May 31, 2023 | 51.00% |
| April 30, 2023 | 51.00% |
| March 31, 2023 | 49.16% |
| February 28, 2023 | 49.16% |
| January 31, 2023 | 49.16% |
| December 31, 2022 | 49.16% |
| November 30, 2022 | 49.16% |
| October 31, 2022 | 49.16% |
| September 30, 2022 | 49.16% |
| August 31, 2022 | 49.16% |
| July 31, 2022 | 49.16% |
| June 30, 2022 | 49.16% |
| May 31, 2022 | 49.16% |
| April 30, 2022 | 49.16% |
| March 31, 2022 | 49.16% |
| Date | Value |
|---|---|
| February 28, 2022 | 49.16% |
| January 31, 2022 | 49.16% |
| December 31, 2021 | 49.16% |
| November 30, 2021 | 49.16% |
| October 31, 2021 | 49.16% |
| September 30, 2021 | 49.16% |
| August 31, 2021 | 49.16% |
| July 31, 2021 | 49.16% |
| June 30, 2021 | 49.16% |
| May 31, 2021 | 49.16% |
| April 30, 2021 | 49.16% |
| March 31, 2021 | 49.16% |
| February 28, 2021 | 49.16% |
| January 31, 2021 | 49.16% |
| December 31, 2020 | 49.16% |
| November 30, 2020 | 49.16% |
| October 31, 2020 | 49.16% |
| September 30, 2020 | 49.16% |
| August 31, 2020 | 49.16% |
| July 31, 2020 | 49.16% |
| June 30, 2020 | 49.16% |
| May 31, 2020 | 49.16% |
| April 30, 2020 | 49.16% |
| March 31, 2020 | 49.16% |
| February 29, 2020 | 31.78% |
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
31.78%
Minimum
Dec 2019
54.38%
Maximum
Oct 2023
47.36%
Average
49.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -0.1178 |
| Beta (5Y) | 1.082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.49% |
| Historical Sharpe Ratio (5Y) | 0.3546 |
| Historical Sortino (5Y) | 0.5488 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.29% |