Kornit Digital Ltd (KRNT)
31.32
+0.18
(+0.58%)
USD |
NASDAQ |
Nov 21, 16:00
31.30
-0.02
(-0.06%)
Pre-Market: 20:00
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% |