Magic Software Enterprises Ltd (MGIC)

12.04 +0.14 (+1.18%) USD  |  NASDAQ  |  Dec 20, 16:00
12.05 +0.01 (+0.08%) After-Hours: 20:00
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Magic Software Enterprises Max Drawdown (5Y): 63.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -9.554
Beta (5Y) 1.093
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.89%
Historical Sharpe Ratio (5Y) 0.1368
Historical Sortino (5Y) 0.234
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.70%