Kornit Digital Ltd (KRNT)
23.95
+0.97
(+4.22%)
USD |
NASDAQ |
Nov 05, 14:35
Kornit Digital Max Drawdown (5Y): 92.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.23% |
| September 30, 2024 | 92.23% |
| August 31, 2024 | 92.23% |
| July 31, 2024 | 92.23% |
| June 30, 2024 | 92.23% |
| May 31, 2024 | 92.23% |
| April 30, 2024 | 92.23% |
| March 31, 2024 | 92.23% |
| February 29, 2024 | 92.23% |
| January 31, 2024 | 92.23% |
| December 31, 2023 | 92.23% |
| November 30, 2023 | 92.23% |
| October 31, 2023 | 92.23% |
| September 30, 2023 | 90.77% |
| August 31, 2023 | 90.77% |
| July 31, 2023 | 90.77% |
| June 30, 2023 | 90.77% |
| May 31, 2023 | 90.77% |
| April 30, 2023 | 90.77% |
| March 31, 2023 | 89.68% |
| February 28, 2023 | 88.38% |
| January 31, 2023 | 88.36% |
| December 31, 2022 | 88.36% |
| November 30, 2022 | 87.43% |
| October 31, 2022 | 87.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.43% |
| August 31, 2022 | 87.43% |
| July 31, 2022 | 87.43% |
| June 30, 2022 | 82.03% |
| May 31, 2022 | 78.67% |
| April 30, 2022 | 62.82% |
| March 31, 2022 | 59.44% |
| February 28, 2022 | 52.84% |
| January 31, 2022 | 48.26% |
| December 31, 2021 | 48.26% |
| November 30, 2021 | 48.26% |
| October 31, 2021 | 48.26% |
| September 30, 2021 | 48.26% |
| August 31, 2021 | 48.26% |
| July 31, 2021 | 48.26% |
| June 30, 2021 | 48.26% |
| May 31, 2021 | 48.26% |
| April 30, 2021 | 48.26% |
| March 31, 2021 | 48.26% |
| February 28, 2021 | 48.26% |
| January 31, 2021 | 48.26% |
| December 31, 2020 | 48.26% |
| November 30, 2020 | 48.26% |
| October 31, 2020 | 48.26% |
| September 30, 2020 | 48.26% |
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
46.94%
Minimum
Nov 2019
92.23%
Maximum
Oct 2023
69.46%
Average
70.74%
Median
Max Drawdown (5Y) Benchmarks
| Elbit Systems Ltd | 32.89% |
| TAT Technologies Ltd | 75.11% |
| Caesarstone Ltd | 88.02% |
| SuperCom Ltd | 99.50% |
| Rail Vision Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.83 |
| Beta (5Y) | 1.926 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.93% |
| Historical Sharpe Ratio (5Y) | -0.1489 |
| Historical Sortino (5Y) | -0.2649 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.93% |