InMode Ltd (INMD)
18.01
-0.99
(-5.21%)
USD |
NASDAQ |
Nov 15, 16:00
18.04
+0.03
(+0.17%)
After-Hours: 20:00
InMode Max Drawdown (5Y): 84.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.79% |
| September 30, 2024 | 84.23% |
| August 31, 2024 | 84.17% |
| July 31, 2024 | 82.81% |
| June 30, 2024 | 82.61% |
| May 31, 2024 | 82.61% |
| April 30, 2024 | 82.61% |
| March 31, 2024 | 80.56% |
| February 29, 2024 | 80.56% |
| January 31, 2024 | 80.56% |
| December 31, 2023 | 80.56% |
| November 30, 2023 | 80.56% |
| October 31, 2023 | 80.56% |
| September 30, 2023 | 78.57% |
| August 31, 2023 | 78.57% |
| July 31, 2023 | 78.57% |
| June 30, 2023 | 78.57% |
| May 31, 2023 | 78.57% |
| April 30, 2023 | 78.57% |
| March 31, 2023 | 78.57% |
| February 28, 2023 | 78.57% |
| January 31, 2023 | 78.57% |
| December 31, 2022 | 78.57% |
| November 30, 2022 | 78.57% |
| October 31, 2022 | 78.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 78.57% |
| August 31, 2022 | 78.57% |
| July 31, 2022 | 78.57% |
| June 30, 2022 | 78.57% |
| May 31, 2022 | 78.57% |
| April 30, 2022 | 74.34% |
| March 31, 2022 | 73.39% |
| February 28, 2022 | 73.39% |
| January 31, 2022 | 73.39% |
| December 31, 2021 | 73.39% |
| November 30, 2021 | 73.39% |
| October 31, 2021 | 73.39% |
| September 30, 2021 | 73.39% |
| August 31, 2021 | 73.39% |
| July 31, 2021 | 73.39% |
| June 30, 2021 | 73.39% |
| May 31, 2021 | 73.39% |
| April 30, 2021 | 73.39% |
| March 31, 2021 | 73.39% |
| February 28, 2021 | 73.39% |
| January 31, 2021 | 73.39% |
| December 31, 2020 | 73.39% |
| November 30, 2020 | 73.39% |
| October 31, 2020 | 73.39% |
| September 30, 2020 | 73.39% |
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
25.59%
Minimum
Nov 2019
84.79%
Maximum
Oct 2024
74.13%
Average
76.46%
Median
Max Drawdown (5Y) Benchmarks
| Compugen Ltd | 97.28% |
| Pluri Inc | 96.47% |
| BioLine Rx Ltd | 97.41% |
| Can Fite Biofarma Ltd | 99.32% |
| BiomX Inc | 99.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.96 |
| Beta (5Y) | 2.147 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.24% |
| Historical Sharpe Ratio (5Y) | -0.0039 |
| Historical Sortino (5Y) | -0.006 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.37% |