Sapiens International Corp NV (SPNS)
28.12
+0.57
(+2.07%)
USD |
NASDAQ |
Nov 22, 14:23
Sapiens International Max Drawdown (5Y): 53.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.06% |
| September 30, 2024 | 53.06% |
| August 31, 2024 | 53.06% |
| July 31, 2024 | 53.06% |
| June 30, 2024 | 53.06% |
| May 31, 2024 | 53.06% |
| April 30, 2024 | 53.06% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
53.06%
Maximum
Nov 2022
49.55%
Average
47.06%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.763 |
| Beta (5Y) | 1.246 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.63% |
| Historical Sharpe Ratio (5Y) | 0.3008 |
| Historical Sortino (5Y) | 0.5256 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.50% |