TAT Technologies Ltd (TATT)
18.00
-0.26
(-1.40%)
USD |
NASDAQ |
Nov 05, 10:26
TAT Technologies Max Drawdown (5Y): 75.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.11% |
| September 30, 2024 | 75.11% |
| August 31, 2024 | 75.11% |
| July 31, 2024 | 75.11% |
| June 30, 2024 | 75.11% |
| May 31, 2024 | 75.11% |
| April 30, 2024 | 75.11% |
| March 31, 2024 | 75.11% |
| February 29, 2024 | 75.11% |
| January 31, 2024 | 75.11% |
| December 31, 2023 | 75.11% |
| November 30, 2023 | 75.11% |
| October 31, 2023 | 75.11% |
| September 30, 2023 | 75.11% |
| August 31, 2023 | 75.11% |
| July 31, 2023 | 75.11% |
| June 30, 2023 | 75.11% |
| May 31, 2023 | 75.11% |
| April 30, 2023 | 75.11% |
| March 31, 2023 | 75.11% |
| February 28, 2023 | 75.11% |
| January 31, 2023 | 75.11% |
| December 31, 2022 | 75.11% |
| November 30, 2022 | 75.11% |
| October 31, 2022 | 75.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.11% |
| August 31, 2022 | 75.11% |
| July 31, 2022 | 75.11% |
| June 30, 2022 | 75.11% |
| May 31, 2022 | 75.11% |
| April 30, 2022 | 75.11% |
| March 31, 2022 | 75.11% |
| February 28, 2022 | 75.11% |
| January 31, 2022 | 75.11% |
| December 31, 2021 | 75.11% |
| November 30, 2021 | 75.11% |
| October 31, 2021 | 75.11% |
| September 30, 2021 | 75.11% |
| August 31, 2021 | 75.11% |
| July 31, 2021 | 75.11% |
| June 30, 2021 | 75.11% |
| May 31, 2021 | 75.11% |
| April 30, 2021 | 75.11% |
| March 31, 2021 | 75.11% |
| February 28, 2021 | 75.11% |
| January 31, 2021 | 75.11% |
| December 31, 2020 | 75.11% |
| November 30, 2020 | 75.11% |
| October 31, 2020 | 75.11% |
| September 30, 2020 | 75.11% |
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
60.26%
Minimum
Nov 2019
75.11%
Maximum
Mar 2020
74.12%
Average
75.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Elbit Systems Ltd | 32.89% |
| Caesarstone Ltd | 88.02% |
| SuperCom Ltd | 99.50% |
| Kornit Digital Ltd | 92.23% |
| Rail Vision Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.59 |
| Beta (5Y) | 0.8839 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.58% |
| Historical Sharpe Ratio (5Y) | 0.6407 |
| Historical Sortino (5Y) | 1.083 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.81% |