Sol-Gel Technologies Ltd. (SLGL)
71.63
-4.01
(-5.30%)
USD |
NASDAQ |
Oct 07, 15:43
Sol-Gel Technologies Max Drawdown (5Y) : 97.87% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 97.87% |
| August 31, 2026 | 97.87% |
| July 31, 2026 | 97.87% |
| June 30, 2026 | 97.87% |
| May 31, 2026 | 97.87% |
| April 30, 2026 | 97.87% |
| March 31, 2026 | 97.87% |
| February 28, 2026 | 97.87% |
| January 31, 2026 | 97.87% |
| December 31, 2025 | 97.87% |
| November 30, 2025 | 97.87% |
| October 31, 2025 | 97.87% |
| September 30, 2025 | 97.87% |
| August 31, 2025 | 97.87% |
| July 31, 2025 | 97.87% |
| June 30, 2025 | 97.87% |
| May 31, 2025 | 97.87% |
| April 30, 2025 | 97.87% |
| March 31, 2025 | 97.87% |
| February 28, 2025 | 97.87% |
| January 31, 2025 | 97.87% |
| December 31, 2024 | 97.87% |
| November 30, 2024 | 97.87% |
| October 31, 2024 | 97.87% |
| September 30, 2024 | 97.87% |
| Date | Value |
|---|---|
| August 31, 2024 | 97.87% |
| July 31, 2024 | 97.52% |
| June 30, 2024 | 96.15% |
| May 31, 2024 | 96.15% |
| April 30, 2024 | 95.85% |
| March 31, 2024 | 94.63% |
| February 29, 2024 | 94.63% |
| January 31, 2024 | 94.63% |
| December 31, 2023 | 94.63% |
| November 30, 2023 | 92.71% |
| October 31, 2023 | 92.59% |
| September 30, 2023 | 90.50% |
| August 31, 2023 | 84.84% |
| July 31, 2023 | 82.74% |
| June 30, 2023 | 82.57% |
| May 31, 2023 | 80.99% |
| April 30, 2023 | 79.94% |
| March 31, 2023 | 79.94% |
| February 28, 2023 | 76.09% |
| January 31, 2023 | 76.09% |
| December 31, 2022 | 76.09% |
| November 30, 2022 | 76.09% |
| October 31, 2022 | 76.09% |
| September 30, 2022 | 76.09% |
| August 31, 2022 | 76.09% |
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
| Teva Pharmaceutical Industries Ltd. | 79.10% |
| RedHill Biopharma Ltd. | 99.99% |
| MediWound Ltd. | 84.69% |
| Purple Biotech Ltd. | 99.88% |
| PolyPid Ltd. | 99.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.98 |
| Beta (5Y) | 1.142 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 108.4% |
| Historical Sharpe Ratio (5Y) | -0.0882 |
| Historical Sortino (5Y) | -0.2325 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.25% |