ICL Group Ltd. (ICL)
5.685
+0.04
(+0.80%)
USD |
NYSE |
Aug 26, 16:00
5.685
0.00 (0.00%)
After-Hours: 19:19
ICL Group Max Drawdown (5Y) : 64.86% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 64.86% |
| June 30, 2026 | 64.86% |
| May 31, 2026 | 64.86% |
| April 30, 2026 | 64.86% |
| March 31, 2026 | 64.86% |
| February 28, 2026 | 64.86% |
| January 31, 2026 | 64.86% |
| December 31, 2025 | 64.86% |
| November 30, 2025 | 64.86% |
| October 31, 2025 | 64.86% |
| September 30, 2025 | 64.86% |
| August 31, 2025 | 64.86% |
| July 31, 2025 | 64.86% |
| June 30, 2025 | 64.86% |
| May 31, 2025 | 64.86% |
| April 30, 2025 | 64.86% |
| March 31, 2025 | 64.86% |
| February 28, 2025 | 64.86% |
| January 31, 2025 | 64.86% |
| December 31, 2024 | 64.86% |
| November 30, 2024 | 64.86% |
| October 31, 2024 | 64.86% |
| September 30, 2024 | 64.86% |
| August 31, 2024 | 64.86% |
| July 31, 2024 | 61.53% |
| Date | Value |
|---|---|
| June 30, 2024 | 60.63% |
| May 31, 2024 | 60.63% |
| April 30, 2024 | 60.63% |
| March 31, 2024 | 60.63% |
| February 29, 2024 | 60.63% |
| January 31, 2024 | 60.63% |
| December 31, 2023 | 57.81% |
| November 30, 2023 | 57.81% |
| October 31, 2023 | 56.82% |
| September 30, 2023 | 56.37% |
| August 31, 2023 | 56.37% |
| July 31, 2023 | 56.37% |
| June 30, 2023 | 56.37% |
| May 31, 2023 | 56.37% |
| April 30, 2023 | 56.37% |
| March 31, 2023 | 61.94% |
| February 28, 2023 | 62.22% |
| January 31, 2023 | 64.92% |
| December 31, 2022 | 64.92% |
| November 30, 2022 | 64.93% |
| October 31, 2022 | 65.83% |
| September 30, 2022 | 65.83% |
| August 31, 2022 | 65.83% |
| July 31, 2022 | 65.83% |
| June 30, 2022 | 65.83% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Albemarle Corp. | 83.90% |
| The Mosaic Co. | 73.94% |
| Nexentis Technologies, Inc. | 99.99% |
| Johnson Matthey Plc | 64.58% |
| Sociedad Quimica y Minera de Chile SA | 69.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.66 |
| Beta (5Y) | 0.9585 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.32% |
| Historical Sharpe Ratio (5Y) | -0.1752 |
| Historical Sortino (5Y) | -0.3438 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.04% |