NICE Ltd (NICE)
172.62
-9.57
(-5.25%)
USD |
NASDAQ |
Nov 15, 16:00
173.04
+0.42
(+0.24%)
After-Hours: 20:00
NICE Max Drawdown (5Y): 51.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.80% |
| September 30, 2024 | 51.80% |
| August 31, 2024 | 51.80% |
| July 31, 2024 | 51.80% |
| June 30, 2024 | 51.80% |
| May 31, 2024 | 51.80% |
| April 30, 2024 | 51.80% |
| March 31, 2024 | 51.80% |
| February 29, 2024 | 51.80% |
| January 31, 2024 | 51.80% |
| December 31, 2023 | 51.80% |
| November 30, 2023 | 51.80% |
| October 31, 2023 | 51.80% |
| September 30, 2023 | 47.10% |
| August 31, 2023 | 46.99% |
| July 31, 2023 | 46.99% |
| June 30, 2023 | 46.99% |
| May 31, 2023 | 46.99% |
| April 30, 2023 | 46.99% |
| March 31, 2023 | 46.99% |
| February 28, 2023 | 46.99% |
| January 31, 2023 | 46.99% |
| December 31, 2022 | 46.99% |
| November 30, 2022 | 46.99% |
| October 31, 2022 | 42.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.01% |
| August 31, 2022 | 42.01% |
| July 31, 2022 | 42.01% |
| June 30, 2022 | 42.01% |
| May 31, 2022 | 42.01% |
| April 30, 2022 | 36.15% |
| March 31, 2022 | 35.64% |
| February 28, 2022 | 35.23% |
| January 31, 2022 | 35.23% |
| December 31, 2021 | 35.23% |
| November 30, 2021 | 35.23% |
| October 31, 2021 | 35.23% |
| September 30, 2021 | 35.23% |
| August 31, 2021 | 35.23% |
| July 31, 2021 | 35.23% |
| June 30, 2021 | 35.23% |
| May 31, 2021 | 35.23% |
| April 30, 2021 | 35.23% |
| March 31, 2021 | 35.23% |
| February 28, 2021 | 35.23% |
| January 31, 2021 | 35.23% |
| December 31, 2020 | 35.23% |
| November 30, 2020 | 35.23% |
| October 31, 2020 | 35.23% |
| September 30, 2020 | 35.23% |
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
21.87%
Minimum
Nov 2019
51.80%
Maximum
Oct 2023
40.79%
Average
39.08%
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) | -13.84 |
| Beta (5Y) | 1.040 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.81% |
| Historical Sharpe Ratio (5Y) | -0.0122 |
| Historical Sortino (5Y) | -0.0198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.97% |