Sapiens International Corp NV (SPNS)
31.32
+0.20
(+0.64%)
USD |
NASDAQ |
Apr 26, 10:47
Sapiens International Max Drawdown (5Y): 53.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 53.06% |
February 29, 2024 | 53.06% |
January 31, 2024 | 53.06% |
December 31, 2023 | 53.06% |
November 30, 2023 | 53.06% |
October 31, 2023 | 53.06% |
September 30, 2023 | 53.06% |
August 31, 2023 | 53.06% |
July 31, 2023 | 53.06% |
June 30, 2023 | 53.06% |
May 31, 2023 | 53.06% |
April 30, 2023 | 53.06% |
March 31, 2023 | 53.06% |
February 28, 2023 | 53.06% |
January 31, 2023 | 53.06% |
December 31, 2022 | 53.06% |
November 30, 2022 | 53.06% |
October 31, 2022 | 51.67% |
September 30, 2022 | 47.83% |
August 31, 2022 | 47.06% |
July 31, 2022 | 47.06% |
June 30, 2022 | 47.06% |
May 31, 2022 | 47.06% |
April 30, 2022 | 47.06% |
March 31, 2022 | 47.06% |
Date | Value |
---|---|
February 28, 2022 | 47.06% |
January 31, 2022 | 47.06% |
December 31, 2021 | 47.06% |
November 30, 2021 | 47.06% |
October 31, 2021 | 47.06% |
September 30, 2021 | 47.06% |
August 31, 2021 | 47.06% |
July 31, 2021 | 47.06% |
June 30, 2021 | 47.06% |
May 31, 2021 | 47.06% |
April 30, 2021 | 47.06% |
March 31, 2021 | 47.06% |
February 28, 2021 | 47.06% |
January 31, 2021 | 47.06% |
December 31, 2020 | 47.06% |
November 30, 2020 | 47.06% |
October 31, 2020 | 47.06% |
September 30, 2020 | 47.06% |
August 31, 2020 | 47.06% |
July 31, 2020 | 47.06% |
June 30, 2020 | 47.06% |
May 31, 2020 | 47.06% |
April 30, 2020 | 47.06% |
March 31, 2020 | 47.06% |
February 29, 2020 | 47.06% |
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
47.06%
Minimum
Apr 2019
53.06%
Maximum
Nov 2022
48.85%
Average
47.06%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Camtek Ltd | 56.21% |
Ceragon Networks Ltd | 79.75% |
Formula Systems (1985) Ltd | 54.38% |
SatixFy Communications Ltd | -- |
Silynxcom Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.7568 |
Beta (5Y) | 1.160 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.99% |
Historical Sharpe Ratio (5Y) | 0.4186 |
Historical Sortino (5Y) | 0.7321 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.50% |