Tefron Ltd (TFRFF)
5.45
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Tefron Max Drawdown (5Y): 82.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 82.00% |
February 29, 2024 | 82.00% |
January 31, 2024 | 82.00% |
December 31, 2023 | 82.00% |
November 30, 2023 | 82.00% |
October 31, 2023 | 82.00% |
September 30, 2023 | 82.00% |
August 31, 2023 | 82.00% |
July 31, 2023 | 82.00% |
June 30, 2023 | 82.00% |
May 31, 2023 | 82.00% |
April 30, 2023 | 82.00% |
March 31, 2023 | 82.00% |
February 28, 2023 | 82.00% |
January 31, 2023 | 82.00% |
December 31, 2022 | 82.00% |
November 30, 2022 | 82.00% |
October 31, 2022 | 82.00% |
September 30, 2022 | 82.00% |
August 31, 2022 | 82.00% |
July 31, 2022 | 82.00% |
June 30, 2022 | 82.00% |
May 31, 2022 | 82.00% |
April 30, 2022 | 82.00% |
March 31, 2022 | 82.00% |
Date | Value |
---|---|
February 28, 2022 | 82.00% |
January 31, 2022 | 82.00% |
December 31, 2021 | 82.00% |
November 30, 2021 | 82.00% |
October 31, 2021 | 82.00% |
September 30, 2021 | 82.00% |
August 31, 2021 | 82.00% |
July 31, 2021 | 82.00% |
June 30, 2021 | 82.00% |
May 31, 2021 | 82.00% |
April 30, 2021 | 82.00% |
March 31, 2021 | 82.00% |
February 28, 2021 | 82.00% |
January 31, 2021 | 82.00% |
December 31, 2020 | 82.00% |
November 30, 2020 | 82.00% |
October 31, 2020 | 82.00% |
September 30, 2020 | 82.00% |
August 31, 2020 | 82.00% |
July 31, 2020 | 82.00% |
June 30, 2020 | 82.00% |
May 31, 2020 | 82.00% |
April 30, 2020 | 82.00% |
March 31, 2020 | 82.00% |
February 29, 2020 | 80.06% |
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
80.06%
Minimum
Nov 2019
87.28%
Maximum
Apr 2019
82.16%
Average
82.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 27.33 |
Beta (5Y) | 0.8035 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.99% |
Historical Sharpe Ratio (5Y) | 0.4298 |
Historical Sortino (5Y) | 0.933 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.39% |