Silicom Ltd (SILC)
14.97
-0.45
(-2.92%)
USD |
NASDAQ |
Mar 28, 15:40
Silicom Max Drawdown (5Y): 74.33% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 74.33% |
January 31, 2024 | 74.33% |
December 31, 2023 | 74.33% |
November 30, 2023 | 74.33% |
October 31, 2023 | 72.69% |
September 30, 2023 | 71.40% |
August 31, 2023 | 71.40% |
July 31, 2023 | 71.40% |
June 30, 2023 | 71.40% |
May 31, 2023 | 71.40% |
April 30, 2023 | 71.40% |
March 31, 2023 | 71.40% |
February 28, 2023 | 71.40% |
January 31, 2023 | 71.40% |
December 31, 2022 | 71.40% |
November 30, 2022 | 71.40% |
October 31, 2022 | 71.40% |
September 30, 2022 | 71.40% |
August 31, 2022 | 71.40% |
July 31, 2022 | 71.40% |
June 30, 2022 | 71.40% |
May 31, 2022 | 71.40% |
April 30, 2022 | 71.40% |
March 31, 2022 | 71.40% |
February 28, 2022 | 71.40% |
Date | Value |
---|---|
January 31, 2022 | 71.40% |
December 31, 2021 | 71.40% |
November 30, 2021 | 71.40% |
October 31, 2021 | 71.40% |
September 30, 2021 | 71.40% |
August 31, 2021 | 71.40% |
July 31, 2021 | 71.40% |
June 30, 2021 | 71.40% |
May 31, 2021 | 71.40% |
April 30, 2021 | 71.40% |
March 31, 2021 | 71.40% |
February 28, 2021 | 71.40% |
January 31, 2021 | 71.40% |
December 31, 2020 | 71.40% |
November 30, 2020 | 71.40% |
October 31, 2020 | 71.40% |
September 30, 2020 | 71.40% |
August 31, 2020 | 71.40% |
July 31, 2020 | 71.40% |
June 30, 2020 | 71.40% |
May 31, 2020 | 71.40% |
April 30, 2020 | 71.40% |
March 31, 2020 | 71.40% |
February 29, 2020 | 64.17% |
January 31, 2020 | 64.17% |
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
64.17%
Minimum
Mar 2019
74.33%
Maximum
Nov 2023
70.17%
Average
71.40%
Median
Mar 2020
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) | -32.66 |
Beta (5Y) | 1.032 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.68% |
Historical Sharpe Ratio (5Y) | -0.4777 |
Historical Sortino (5Y) | -0.6495 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.92% |