Perion Network Ltd (PERI)
8.43
+0.01
(+0.12%)
USD |
NASDAQ |
Nov 21, 16:00
8.435
0.00 (0.00%)
After-Hours: 20:00
Perion Network Max Drawdown (5Y): 81.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.60% |
| September 30, 2024 | 81.60% |
| August 31, 2024 | 81.60% |
| July 31, 2024 | 80.43% |
| June 30, 2024 | 90.52% |
| May 31, 2024 | 90.97% |
| April 30, 2024 | 91.45% |
| March 31, 2024 | 91.64% |
| February 29, 2024 | 92.41% |
| January 31, 2024 | 92.47% |
| December 31, 2023 | 93.76% |
| November 30, 2023 | 93.90% |
| October 31, 2023 | 93.90% |
| September 30, 2023 | 93.90% |
| August 31, 2023 | 93.90% |
| July 31, 2023 | 93.90% |
| June 30, 2023 | 93.90% |
| May 31, 2023 | 93.90% |
| April 30, 2023 | 95.14% |
| March 31, 2023 | 95.14% |
| February 28, 2023 | 95.14% |
| January 31, 2023 | 95.14% |
| December 31, 2022 | 95.14% |
| November 30, 2022 | 95.14% |
| October 31, 2022 | 95.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.14% |
| August 31, 2022 | 95.14% |
| July 31, 2022 | 95.14% |
| June 30, 2022 | 95.14% |
| May 31, 2022 | 95.14% |
| April 30, 2022 | 95.14% |
| March 31, 2022 | 95.14% |
| February 28, 2022 | 95.14% |
| January 31, 2022 | 95.14% |
| December 31, 2021 | 95.14% |
| November 30, 2021 | 95.14% |
| October 31, 2021 | 95.14% |
| September 30, 2021 | 95.14% |
| August 31, 2021 | 95.14% |
| July 31, 2021 | 95.14% |
| June 30, 2021 | 95.14% |
| May 31, 2021 | 95.14% |
| April 30, 2021 | 95.14% |
| March 31, 2021 | 95.14% |
| February 28, 2021 | 95.14% |
| January 31, 2021 | 95.14% |
| December 31, 2020 | 95.14% |
| November 30, 2020 | 95.14% |
| October 31, 2020 | 95.14% |
| September 30, 2020 | 95.14% |
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
80.43%
Minimum
Jul 2024
95.14%
Maximum
Nov 2019
93.69%
Average
95.14%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Cellcom Israel Ltd | 81.85% |
| Radcom Ltd | 74.97% |
| Fiverr International Ltd | -- |
| Playtika Holding Corp | -- |
| Nexxen International Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.62 |
| Beta (5Y) | 1.475 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.68% |
| Historical Sharpe Ratio (5Y) | 0.0908 |
| Historical Sortino (5Y) | 0.1585 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.60% |