Taro Pharmaceutical Industries Ltd (DELISTED) (TARO:DL)
42.97
0.00 (0.00%)
USD |
NYSE |
Jun 25, 16:00
Taro Pharmaceutical Industries Max Drawdown (5Y): 78.88% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 78.88% |
April 30, 2024 | 78.88% |
March 31, 2024 | 78.88% |
February 29, 2024 | 78.88% |
January 31, 2024 | 78.88% |
December 31, 2023 | 78.88% |
November 30, 2023 | 78.88% |
October 31, 2023 | 78.88% |
September 30, 2023 | 78.88% |
August 31, 2023 | 78.88% |
July 31, 2023 | 78.88% |
June 30, 2023 | 78.88% |
May 31, 2023 | 78.88% |
April 30, 2023 | 78.88% |
March 31, 2023 | 78.88% |
February 28, 2023 | 74.59% |
January 31, 2023 | 74.59% |
December 31, 2022 | 74.59% |
November 30, 2022 | 74.59% |
October 31, 2022 | 73.92% |
September 30, 2022 | 73.60% |
August 31, 2022 | 70.37% |
July 31, 2022 | 68.34% |
June 30, 2022 | 68.34% |
May 31, 2022 | 68.15% |
Date | Value |
---|---|
April 30, 2022 | 64.84% |
March 31, 2022 | 61.00% |
February 28, 2022 | 60.38% |
January 31, 2022 | 60.38% |
December 31, 2021 | 60.38% |
November 30, 2021 | 60.38% |
October 31, 2021 | 60.38% |
September 30, 2021 | 60.38% |
August 31, 2021 | 60.38% |
July 31, 2021 | 60.38% |
June 30, 2021 | 60.38% |
May 31, 2021 | 60.38% |
April 30, 2021 | 60.38% |
March 31, 2021 | 60.38% |
February 28, 2021 | 60.38% |
January 31, 2021 | 60.38% |
December 31, 2020 | 60.38% |
November 30, 2020 | 60.38% |
October 31, 2020 | 60.38% |
September 30, 2020 | 60.38% |
August 31, 2020 | 56.78% |
July 31, 2020 | 56.78% |
June 30, 2020 | 56.78% |
May 31, 2020 | 56.78% |
April 30, 2020 | 56.78% |
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
47.92%
Minimum
Jul 2019
78.88%
Maximum
Mar 2023
65.38%
Average
60.38%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
InspireMD Inc | 100.00% |
BiomX Inc | 98.75% |
Alpha Tau Medical Ltd | -- |
Pluri Inc | 96.47% |
Holdco Nuvo Group DG Ltd | 77.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.12 |
Beta (5Y) | 0.5588 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.69% |
Historical Sharpe Ratio (5Y) | -0.4887 |
Historical Sortino (5Y) | -0.9962 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.91% |