NICE Ltd (NCSYF)
219.79
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
NICE Max Drawdown (5Y): 37.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 37.27% |
| March 31, 2024 | 37.27% |
| February 29, 2024 | 37.27% |
| January 31, 2024 | 37.27% |
| December 31, 2023 | 37.27% |
| November 30, 2023 | 37.27% |
| October 31, 2023 | 37.27% |
| September 30, 2023 | 37.27% |
| August 31, 2023 | 37.27% |
| July 31, 2023 | 37.27% |
| June 30, 2023 | 37.27% |
| May 31, 2023 | 37.27% |
| April 30, 2023 | 37.27% |
| March 31, 2023 | 37.27% |
| February 28, 2023 | 37.27% |
| January 31, 2023 | 37.27% |
| December 31, 2022 | 37.27% |
| November 30, 2022 | 37.27% |
| October 31, 2022 | 37.27% |
| September 30, 2022 | 37.27% |
| August 31, 2022 | 37.27% |
| July 31, 2022 | 37.27% |
| June 30, 2022 | 37.27% |
| May 31, 2022 | 9.15% |
| April 30, 2022 | 9.15% |
| Date | Value |
|---|---|
| March 31, 2022 | 9.15% |
| February 28, 2022 | 9.15% |
| January 31, 2022 | 9.15% |
| December 31, 2021 | 9.15% |
| November 30, 2021 | 9.15% |
| October 31, 2021 | 7.68% |
| September 30, 2021 | 7.68% |
| August 31, 2021 | 7.68% |
| July 31, 2021 | 7.68% |
| June 30, 2021 | 7.68% |
| May 31, 2021 | 7.68% |
| April 30, 2021 | 7.68% |
| March 31, 2021 | 7.68% |
| February 28, 2021 | 7.68% |
| January 31, 2021 | 7.68% |
| December 31, 2020 | 7.68% |
| November 30, 2020 | 7.68% |
| October 31, 2020 | 7.68% |
| September 30, 2020 | 7.68% |
| August 31, 2020 | 7.68% |
| July 31, 2020 | 7.68% |
| June 30, 2020 | 7.68% |
| May 31, 2020 | 7.68% |
| April 30, 2020 | 7.68% |
| March 31, 2020 | 7.68% |
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
7.68%
Minimum
May 2019
37.27%
Maximum
Jun 2022
19.19%
Average
8.41%
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) | 12.94 |
| Beta (5Y) | 0.1559 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.71% |
| Historical Sharpe Ratio (5Y) | 0.4227 |
| Historical Sortino (5Y) | 0.8651 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.25% |