Radcom Ltd (RDCM)
11.78
+0.53
(+4.71%)
USD |
NASDAQ |
Nov 21, 16:00
11.76
-0.02
(-0.17%)
Pre-Market: 20:00
Radcom Max Drawdown (5Y): 74.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.97% |
| September 30, 2024 | 74.97% |
| August 31, 2024 | 74.97% |
| July 31, 2024 | 74.97% |
| June 30, 2024 | 74.97% |
| May 31, 2024 | 74.97% |
| April 30, 2024 | 74.97% |
| March 31, 2024 | 74.97% |
| February 29, 2024 | 74.97% |
| January 31, 2024 | 74.97% |
| December 31, 2023 | 74.97% |
| November 30, 2023 | 74.97% |
| October 31, 2023 | 74.97% |
| September 30, 2023 | 74.97% |
| August 31, 2023 | 74.97% |
| July 31, 2023 | 74.97% |
| June 30, 2023 | 74.97% |
| May 31, 2023 | 74.97% |
| April 30, 2023 | 74.97% |
| March 31, 2023 | 74.97% |
| February 28, 2023 | 74.97% |
| January 31, 2023 | 74.97% |
| December 31, 2022 | 74.97% |
| November 30, 2022 | 74.97% |
| October 31, 2022 | 74.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.97% |
| August 31, 2022 | 74.97% |
| July 31, 2022 | 74.97% |
| June 30, 2022 | 74.97% |
| May 31, 2022 | 74.97% |
| April 30, 2022 | 74.97% |
| March 31, 2022 | 74.97% |
| February 28, 2022 | 74.97% |
| January 31, 2022 | 74.97% |
| December 31, 2021 | 74.97% |
| November 30, 2021 | 74.97% |
| October 31, 2021 | 74.97% |
| September 30, 2021 | 74.97% |
| August 31, 2021 | 74.97% |
| July 31, 2021 | 74.97% |
| June 30, 2021 | 74.97% |
| May 31, 2021 | 74.97% |
| April 30, 2021 | 74.97% |
| March 31, 2021 | 74.97% |
| February 28, 2021 | 74.97% |
| January 31, 2021 | 74.97% |
| December 31, 2020 | 74.97% |
| November 30, 2020 | 74.97% |
| October 31, 2020 | 74.97% |
| September 30, 2020 | 74.97% |
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
68.25%
Minimum
Nov 2019
74.97%
Maximum
Mar 2020
74.52%
Average
74.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cellcom Israel Ltd | 81.85% |
| Perion Network Ltd | 81.60% |
| Fiverr International Ltd | -- |
| Playtika Holding Corp | -- |
| Nexxen International Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.94 |
| Beta (5Y) | 0.8569 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.97% |
| Historical Sharpe Ratio (5Y) | -0.0571 |
| Historical Sortino (5Y) | -0.0869 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.20% |