Magic Software Enterprises Ltd (MGIC)
11.58
-0.03
(-0.26%)
USD |
NASDAQ |
Apr 25, 16:00
11.60
+0.02
(+0.17%)
After-Hours: 20:00
Magic Software Enterprises Max Drawdown (5Y): 63.91% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.91% |
| February 29, 2024 | 63.91% |
| January 31, 2024 | 63.91% |
| December 31, 2023 | 63.91% |
| November 30, 2023 | 63.91% |
| October 31, 2023 | 57.76% |
| September 30, 2023 | 52.83% |
| August 31, 2023 | 51.70% |
| July 31, 2023 | 51.70% |
| June 30, 2023 | 51.70% |
| May 31, 2023 | 49.36% |
| April 30, 2023 | 46.40% |
| March 31, 2023 | 46.40% |
| February 28, 2023 | 44.35% |
| January 31, 2023 | 44.35% |
| December 31, 2022 | 44.35% |
| November 30, 2022 | 44.35% |
| October 31, 2022 | 44.35% |
| September 30, 2022 | 44.35% |
| August 31, 2022 | 44.35% |
| July 31, 2022 | 44.35% |
| June 30, 2022 | 44.35% |
| May 31, 2022 | 44.35% |
| April 30, 2022 | 44.35% |
| March 31, 2022 | 44.35% |
| Date | Value |
|---|---|
| February 28, 2022 | 44.35% |
| January 31, 2022 | 44.35% |
| December 31, 2021 | 44.35% |
| November 30, 2021 | 44.35% |
| October 31, 2021 | 44.35% |
| September 30, 2021 | 44.35% |
| August 31, 2021 | 44.35% |
| July 31, 2021 | 44.35% |
| June 30, 2021 | 44.35% |
| May 31, 2021 | 44.35% |
| April 30, 2021 | 44.35% |
| March 31, 2021 | 44.35% |
| February 28, 2021 | 44.35% |
| January 31, 2021 | 44.35% |
| December 31, 2020 | 44.35% |
| November 30, 2020 | 44.35% |
| October 31, 2020 | 44.35% |
| September 30, 2020 | 44.35% |
| August 31, 2020 | 44.35% |
| July 31, 2020 | 44.35% |
| June 30, 2020 | 44.35% |
| May 31, 2020 | 44.35% |
| April 30, 2020 | 44.35% |
| March 31, 2020 | 44.35% |
| February 29, 2020 | 42.96% |
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
42.96%
Minimum
Apr 2019
63.91%
Maximum
Nov 2023
46.61%
Average
44.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Formula Systems (1985) Ltd | 54.38% |
| MIND C.T.I. Ltd | 40.39% |
| Nayax Ltd | -- |
| SatixFy Communications Ltd | -- |
| Silynxcom Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.738 |
| Beta (5Y) | 1.166 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.18% |
| Historical Sharpe Ratio (5Y) | 0.2067 |
| Historical Sortino (5Y) | 0.3415 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.62% |