Magic Software Enterprises Ltd (MGIC)
10.99
+0.07
(+0.64%)
USD |
NASDAQ |
Nov 21, 16:00
11.20
+0.21
(+1.91%)
After-Hours: 20:00
Magic Software Enterprises Max Drawdown (5Y): 63.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.91% |
| September 30, 2024 | 63.91% |
| August 31, 2024 | 63.91% |
| July 31, 2024 | 63.91% |
| June 30, 2024 | 63.91% |
| May 31, 2024 | 63.91% |
| April 30, 2024 | 63.91% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
63.91%
Maximum
Nov 2023
49.05%
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) | -9.651 |
| Beta (5Y) | 1.082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.01% |
| Historical Sharpe Ratio (5Y) | 0.1167 |
| Historical Sortino (5Y) | 0.1992 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.70% |