MIND C.T.I. Ltd (MNDO)

1.965 -0.01 (-0.51%) USD  |  NASDAQ  |  Dec 20, 16:00
1.97 0.00 (0.00%) After-Hours: 20:00
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MIND C.T.I. Max Drawdown (5Y): 40.39% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Median

Max Drawdown (5Y) Benchmarks

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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) -6.742
Beta (5Y) 0.7791
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.97%
Historical Sharpe Ratio (5Y) 0.1668
Historical Sortino (5Y) 0.2352
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.00%