ICTS International NV (ICTSF)
4.85
-0.15
(-3.00%)
USD |
OTCM |
Nov 13, 16:00
ICTS International Max Drawdown (5Y): 62.50% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 62.50% |
August 31, 2024 | 62.50% |
July 31, 2024 | 62.50% |
June 30, 2024 | 62.50% |
May 31, 2024 | 62.50% |
April 30, 2024 | 85.38% |
March 31, 2024 | 88.46% |
February 29, 2024 | 88.46% |
January 31, 2024 | 88.46% |
December 31, 2023 | 88.46% |
November 30, 2023 | 89.12% |
October 31, 2023 | 89.54% |
September 30, 2023 | 89.54% |
August 31, 2023 | 89.54% |
July 31, 2023 | 89.54% |
June 30, 2023 | 89.54% |
May 31, 2023 | 89.54% |
April 30, 2023 | 89.54% |
March 31, 2023 | 89.54% |
February 28, 2023 | 89.54% |
January 31, 2023 | 89.54% |
December 31, 2022 | 89.54% |
November 30, 2022 | 89.54% |
October 31, 2022 | 89.54% |
September 30, 2022 | 89.54% |
Date | Value |
---|---|
August 31, 2022 | 89.54% |
July 31, 2022 | 89.54% |
June 30, 2022 | 89.54% |
May 31, 2022 | 89.54% |
April 30, 2022 | 89.54% |
March 31, 2022 | 89.54% |
February 28, 2022 | 89.54% |
January 31, 2022 | 89.54% |
December 31, 2021 | 89.54% |
November 30, 2021 | 89.54% |
October 31, 2021 | 89.54% |
September 30, 2021 | 89.54% |
August 31, 2021 | 89.54% |
July 31, 2021 | 89.54% |
June 30, 2021 | 89.54% |
May 31, 2021 | 89.54% |
April 30, 2021 | 89.54% |
March 31, 2021 | 89.54% |
February 28, 2021 | 89.54% |
January 31, 2021 | 89.54% |
December 31, 2020 | 89.54% |
November 30, 2020 | 89.54% |
October 31, 2020 | 89.54% |
September 30, 2020 | 89.54% |
August 31, 2020 | 89.54% |
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
62.50%
Minimum
May 2024
89.54%
Maximum
Nov 2019
87.10%
Average
89.54%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Airbus SE | 65.00% |
Wolters Kluwer NV | 24.63% |
Arcadis NV | 57.37% |
Randstad NV | 54.95% |
PostNL NV | 74.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 19.06 |
Beta (5Y) | 0.9082 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.95% |
Historical Sharpe Ratio (5Y) | 0.4772 |
Historical Sortino (5Y) | 1.208 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.79% |