ICTS International NV (ICTSF)
4.975
-0.04
(-0.70%)
USD |
OTCM |
Apr 30, 16:00
ICTS International Max Drawdown (5Y): 85.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 89.54% |
June 30, 2020 | 89.54% |
May 31, 2020 | 89.54% |
April 30, 2020 | 89.54% |
March 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
85.38%
Minimum
Apr 2024
89.54%
Maximum
May 2019
89.39%
Average
89.54%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Airbus SE | 65.00% |
Wolters Kluwer NV | 24.63% |
Randstad NV | 54.95% |
Arcadis NV | 53.98% |
PostNL NV | 75.89% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 88.94 |
Beta (5Y) | 0.9375 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 194.0% |
Historical Sharpe Ratio (5Y) | 0.5123 |
Historical Sortino (5Y) | 3.755 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.38% |