Teva Pharmaceutical Industries Ltd (TEVA)
17.08
+0.06
(+0.32%)
USD |
NYSE |
Nov 21, 16:00
17.08
0.00 (0.00%)
After-Hours: 20:00
Teva Pharmaceutical Industries Max Drawdown (5Y): 90.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.02% |
| September 30, 2024 | 90.26% |
| August 31, 2024 | 90.26% |
| July 31, 2024 | 90.81% |
| June 30, 2024 | 90.81% |
| May 31, 2024 | 90.81% |
| April 30, 2024 | 90.81% |
| March 31, 2024 | 90.81% |
| February 29, 2024 | 90.81% |
| January 31, 2024 | 90.81% |
| December 31, 2023 | 90.81% |
| November 30, 2023 | 90.81% |
| October 31, 2023 | 90.81% |
| September 30, 2023 | 90.81% |
| August 31, 2023 | 90.81% |
| July 31, 2023 | 90.81% |
| June 30, 2023 | 90.81% |
| May 31, 2023 | 90.81% |
| April 30, 2023 | 90.81% |
| March 31, 2023 | 90.81% |
| February 28, 2023 | 90.81% |
| January 31, 2023 | 90.81% |
| December 31, 2022 | 90.81% |
| November 30, 2022 | 90.81% |
| October 31, 2022 | 90.81% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.81% |
| August 31, 2022 | 90.81% |
| July 31, 2022 | 90.81% |
| June 30, 2022 | 90.81% |
| May 31, 2022 | 90.81% |
| April 30, 2022 | 90.81% |
| March 31, 2022 | 90.81% |
| February 28, 2022 | 90.81% |
| January 31, 2022 | 90.81% |
| December 31, 2021 | 90.81% |
| November 30, 2021 | 90.81% |
| October 31, 2021 | 90.81% |
| September 30, 2021 | 90.81% |
| August 31, 2021 | 90.81% |
| July 31, 2021 | 90.81% |
| June 30, 2021 | 90.81% |
| May 31, 2021 | 90.81% |
| April 30, 2021 | 90.81% |
| March 31, 2021 | 90.81% |
| February 28, 2021 | 90.81% |
| January 31, 2021 | 90.81% |
| December 31, 2020 | 90.81% |
| November 30, 2020 | 90.81% |
| October 31, 2020 | 90.81% |
| September 30, 2020 | 90.81% |
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
90.02%
Minimum
Oct 2024
90.81%
Maximum
Nov 2019
90.78%
Average
90.81%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Amicus Therapeutics Inc | 74.97% |
| Compugen Ltd | 97.28% |
| Pluri Inc | 96.65% |
| Can Fite Biofarma Ltd | 99.32% |
| BiomX Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.185 |
| Beta (5Y) | 0.8669 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.86% |
| Historical Sharpe Ratio (5Y) | 0.3084 |
| Historical Sortino (5Y) | 0.5586 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.80% |