SuperCom Ltd (SPCB)

3.48 +0.04 (+1.16%) USD  |  NASDAQ  |  Dec 24, 12:54
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SuperCom Max Drawdown (5Y): 99.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Elbit Systems Ltd 32.89%
TAT Technologies Ltd 75.11%
Caesarstone Ltd 88.02%
Kornit Digital Ltd 92.23%
Rail Vision Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -56.28
Beta (5Y) 0.1380
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 98.56%
Historical Sharpe Ratio (5Y) -0.5523
Historical Sortino (5Y) -1.368
Monthly Value at Risk (VaR) 5% (5Y Lookback) 36.83%