ICL Group Ltd (ICL)
4.71
+0.08
(+1.73%)
USD |
NYSE |
May 03, 16:00
4.76
+0.05
(+1.06%)
Pre-Market: 20:00
ICL Group Max Drawdown (5Y): 60.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.64% |
| March 31, 2024 | 60.64% |
| February 29, 2024 | 60.64% |
| January 31, 2024 | 60.64% |
| December 31, 2023 | 57.82% |
| November 30, 2023 | 57.82% |
| October 31, 2023 | 56.83% |
| September 30, 2023 | 54.53% |
| August 31, 2023 | 54.53% |
| July 31, 2023 | 54.53% |
| June 30, 2023 | 54.53% |
| May 31, 2023 | 54.53% |
| April 30, 2023 | 54.53% |
| March 31, 2023 | 54.53% |
| February 28, 2023 | 54.53% |
| January 31, 2023 | 54.53% |
| December 31, 2022 | 54.84% |
| November 30, 2022 | 62.85% |
| October 31, 2022 | 62.85% |
| September 30, 2022 | 63.41% |
| August 31, 2022 | 64.64% |
| July 31, 2022 | 64.64% |
| June 30, 2022 | 64.64% |
| May 31, 2022 | 64.64% |
| April 30, 2022 | 64.64% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.64% |
| February 28, 2022 | 64.64% |
| January 31, 2022 | 64.64% |
| December 31, 2021 | 64.64% |
| November 30, 2021 | 64.64% |
| October 31, 2021 | 64.64% |
| September 30, 2021 | 65.17% |
| August 31, 2021 | 68.62% |
| July 31, 2021 | 68.71% |
| June 30, 2021 | 68.71% |
| May 31, 2021 | 68.71% |
| April 30, 2021 | 68.71% |
| March 31, 2021 | 68.71% |
| February 28, 2021 | 70.15% |
| January 31, 2021 | 70.15% |
| December 31, 2020 | 70.15% |
| November 30, 2020 | 72.01% |
| October 31, 2020 | 73.02% |
| September 30, 2020 | 73.02% |
| August 31, 2020 | 73.02% |
| July 31, 2020 | 73.02% |
| June 30, 2020 | 73.02% |
| May 31, 2020 | 73.02% |
| April 30, 2020 | 73.02% |
| March 31, 2020 | 73.02% |
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
54.53%
Minimum
Jan 2023
73.02%
Maximum
May 2019
65.58%
Average
64.64%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| N2OFF Inc | 99.60% |
| PV Nano Cell Ltd | 100.00% |
| The Israel Corp Ltd | -- |
| Dotz Nano Ltd | -- |
| Koppers Holdings Inc | 83.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.80 |
| Beta (5Y) | 1.272 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.29% |
| Historical Sharpe Ratio (5Y) | 0.011 |
| Historical Sortino (5Y) | 0.0207 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.10% |