MIND C.T.I. Ltd (MNDO)
1.92
-0.04
(-2.04%)
USD |
NASDAQ |
Nov 14, 16:00
1.92
0.00 (0.00%)
After-Hours: 20:00
MIND C.T.I. Max Drawdown (5Y): 40.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 40.39% |
| September 30, 2024 | 40.39% |
| August 31, 2024 | 40.39% |
| July 31, 2024 | 40.39% |
| June 30, 2024 | 40.39% |
| May 31, 2024 | 40.39% |
| April 30, 2024 | 40.39% |
| March 31, 2024 | 40.39% |
| February 29, 2024 | 40.39% |
| January 31, 2024 | 40.39% |
| December 31, 2023 | 40.39% |
| November 30, 2023 | 40.39% |
| October 31, 2023 | 40.39% |
| September 30, 2023 | 39.89% |
| August 31, 2023 | 39.89% |
| July 31, 2023 | 39.89% |
| June 30, 2023 | 39.89% |
| May 31, 2023 | 39.89% |
| April 30, 2023 | 39.89% |
| March 31, 2023 | 39.89% |
| February 28, 2023 | 39.89% |
| January 31, 2023 | 39.89% |
| December 31, 2022 | 39.89% |
| November 30, 2022 | 39.89% |
| October 31, 2022 | 39.01% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.74% |
| August 31, 2022 | 34.93% |
| July 31, 2022 | 34.93% |
| June 30, 2022 | 34.93% |
| May 31, 2022 | 33.18% |
| April 30, 2022 | 29.82% |
| March 31, 2022 | 29.82% |
| February 28, 2022 | 29.82% |
| January 31, 2022 | 29.82% |
| December 31, 2021 | 29.82% |
| November 30, 2021 | 29.82% |
| October 31, 2021 | 29.82% |
| September 30, 2021 | 29.82% |
| August 31, 2021 | 35.14% |
| July 31, 2021 | 37.17% |
| June 30, 2021 | 38.05% |
| May 31, 2021 | 40.08% |
| April 30, 2021 | 40.08% |
| March 31, 2021 | 40.37% |
| February 28, 2021 | 41.54% |
| January 31, 2021 | 41.83% |
| December 31, 2020 | 41.83% |
| November 30, 2020 | 42.41% |
| October 31, 2020 | 42.41% |
| September 30, 2020 | 42.41% |
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
29.82%
Minimum
Sep 2021
42.41%
Maximum
Nov 2019
38.76%
Average
40.23%
Median
Max Drawdown (5Y) Benchmarks
| Formula Systems (1985) Ltd | 54.38% |
| Magic Software Enterprises Ltd | 63.91% |
| Nayax Ltd | -- |
| SatixFy Communications Ltd | -- |
| Silynxcom Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.553 |
| Beta (5Y) | 0.7928 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.00% |
| Historical Sharpe Ratio (5Y) | 0.2127 |
| Historical Sortino (5Y) | 0.3007 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.00% |