BiomX Inc (PHGE)
0.4918
-0.02
(-3.38%)
USD |
NYAM |
Nov 21, 16:00
0.4902
0.00 (0.00%)
After-Hours: 20:00
BiomX Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| InspireMD Inc | 100.00% |
| Pluri Inc | 96.65% |
| IDenta Corp | 96.30% |
| IR-Med Inc | 99.51% |
| Raphael Pharmaceutical Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -81.22 |
| Beta (5Y) | 1.315 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.97% |
| Historical Sharpe Ratio (5Y) | -0.7221 |
| Historical Sortino (5Y) | -1.387 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.98% |