ICTS International NV (ICTSF)

4.75 +0.47 (+10.98%) USD  |  OTCM  |  Dec 23, 14:17
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ICTS International Max Drawdown (5Y): 62.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Airbus SE 65.00%
Wolters Kluwer NV 24.63%
Randstad NV 54.95%
Arcadis NV 56.92%
PostNL NV 75.89%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.065
Beta (5Y) 0.6671
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 54.42%
Historical Sharpe Ratio (5Y) 0.1833
Historical Sortino (5Y) 0.385
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.79%