Sapiens International Corp NV (SPNS)

27.76 +0.19 (+0.69%) USD  |  NASDAQ  |  Dec 20, 16:00
27.76 0.00 (0.00%) After-Hours: 20:00
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Sapiens International Max Drawdown (5Y): 53.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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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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Max Drawdown (5Y) Benchmarks

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Monday.Com Ltd --
Formula Systems (1985) Ltd 54.38%
Magic Software Enterprises Ltd 63.91%
SatixFy Communications Ltd --
Silynxcom Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.06
Beta (5Y) 1.151
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.51%
Historical Sharpe Ratio (5Y) 0.086
Historical Sortino (5Y) 0.1425
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.92%