RoboGroup TEK Ltd (ROBOF)
0.26
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
RoboGroup TEK Max Drawdown (5Y): 100.0% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 100.0% |
March 31, 2024 | 100.0% |
February 29, 2024 | 100.0% |
January 31, 2024 | 100.0% |
December 31, 2023 | 100.0% |
November 30, 2023 | 100.0% |
October 31, 2023 | 100.0% |
September 30, 2023 | 100.0% |
August 31, 2023 | 100.0% |
July 31, 2023 | 100.0% |
June 30, 2023 | 100.0% |
May 31, 2023 | 100.0% |
April 30, 2023 | 100.0% |
March 31, 2023 | 100.0% |
February 28, 2023 | 100.0% |
January 31, 2023 | 100.0% |
December 31, 2022 | 100.0% |
November 30, 2022 | 100.0% |
October 31, 2022 | 100.0% |
September 30, 2022 | 100.0% |
August 31, 2022 | 100.0% |
July 31, 2022 | 100.0% |
June 30, 2022 | 100.0% |
May 31, 2022 | 100.0% |
April 30, 2022 | 100.0% |
Date | Value |
---|---|
March 31, 2022 | 85.75% |
February 28, 2022 | 83.89% |
January 31, 2022 | 82.98% |
December 31, 2021 | 82.98% |
November 30, 2021 | 82.98% |
October 31, 2021 | 82.98% |
September 30, 2021 | 82.87% |
August 31, 2021 | 82.87% |
July 31, 2021 | 82.87% |
June 30, 2021 | 82.87% |
May 31, 2021 | 82.87% |
April 30, 2021 | 85.65% |
March 31, 2021 | 89.29% |
February 28, 2021 | 89.29% |
January 31, 2021 | 89.29% |
December 31, 2020 | 89.90% |
November 30, 2020 | 89.90% |
October 31, 2020 | 89.90% |
September 30, 2020 | 89.90% |
August 31, 2020 | 89.90% |
July 31, 2020 | 89.90% |
June 30, 2020 | 89.90% |
May 31, 2020 | 89.90% |
April 30, 2020 | 89.90% |
March 31, 2020 | 89.90% |
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
82.87%
Minimum
May 2021
100.0%
Maximum
Apr 2022
92.79%
Average
89.90%
Median
May 2019
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) | 5.402M |
Beta (5Y) | -484753.1 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.07M% |
Historical Sortino (5Y) | -0.0255 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 99.97% |