Metalink Ltd (MTLK)
0.3853
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Metalink Max Drawdown (5Y): 80.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.91% |
March 31, 2024 | 80.91% |
February 29, 2024 | 80.40% |
January 31, 2024 | 79.87% |
December 31, 2023 | 79.87% |
November 30, 2023 | 79.87% |
October 31, 2023 | 79.87% |
September 30, 2023 | 79.87% |
August 31, 2023 | 79.87% |
July 31, 2023 | 79.87% |
June 30, 2023 | 79.87% |
May 31, 2023 | 79.87% |
April 30, 2023 | 79.87% |
March 31, 2023 | 79.87% |
February 28, 2023 | 79.87% |
January 31, 2023 | 79.87% |
December 31, 2022 | 79.87% |
November 30, 2022 | 79.87% |
October 31, 2022 | 79.87% |
September 30, 2022 | 79.87% |
August 31, 2022 | 79.87% |
July 31, 2022 | 79.87% |
June 30, 2022 | 79.87% |
May 31, 2022 | 79.87% |
April 30, 2022 | 79.87% |
Date | Value |
---|---|
March 31, 2022 | 79.87% |
February 28, 2022 | 79.87% |
January 31, 2022 | 79.87% |
December 31, 2021 | 79.87% |
November 30, 2021 | 79.87% |
October 31, 2021 | 79.87% |
September 30, 2021 | 79.87% |
August 31, 2021 | 79.87% |
July 31, 2021 | 79.87% |
June 30, 2021 | 79.87% |
May 31, 2021 | 79.87% |
April 30, 2021 | 79.87% |
March 31, 2021 | 79.87% |
February 28, 2021 | 79.87% |
January 31, 2021 | 79.87% |
December 31, 2020 | 79.87% |
November 30, 2020 | 79.87% |
October 31, 2020 | 79.87% |
September 30, 2020 | 79.87% |
August 31, 2020 | 79.87% |
July 31, 2020 | 79.87% |
June 30, 2020 | 79.87% |
May 31, 2020 | 79.87% |
April 30, 2020 | 79.87% |
March 31, 2020 | 79.87% |
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
76.44%
Minimum
May 2019
80.91%
Maximum
Mar 2024
79.74%
Average
79.87%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
Elron Ventures Ltd | 80.96% |
Bank Hapoalim BM | 48.96% |
Israel Discount Bank Ltd | 49.36% |
Bank Leumi Le-Israel BM | 42.22% |
Mizrahi Tefahot Bank Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.438 |
Beta (5Y) | 0.1137 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.79% |
Historical Sharpe Ratio (5Y) | -0.0018 |
Historical Sortino (5Y) | -0.0034 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.70% |