Tower Semiconductor Ltd (TSEM)
34.66
+0.84
(+2.48%)
USD |
NASDAQ |
May 07, 16:00
34.66
0.00 (0.00%)
After-Hours: 20:00
Tower Semiconductor Max Drawdown (5Y): 62.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.28% |
March 31, 2024 | 62.28% |
February 29, 2024 | 62.28% |
January 31, 2024 | 62.28% |
December 31, 2023 | 62.28% |
November 30, 2023 | 62.28% |
October 31, 2023 | 62.28% |
September 30, 2023 | 62.28% |
August 31, 2023 | 62.28% |
July 31, 2023 | 62.28% |
June 30, 2023 | 62.28% |
May 31, 2023 | 62.28% |
April 30, 2023 | 62.28% |
March 31, 2023 | 62.28% |
February 28, 2023 | 62.28% |
January 31, 2023 | 62.28% |
December 31, 2022 | 62.28% |
November 30, 2022 | 62.28% |
October 31, 2022 | 62.28% |
September 30, 2022 | 62.28% |
August 31, 2022 | 62.28% |
July 31, 2022 | 62.28% |
June 30, 2022 | 62.28% |
May 31, 2022 | 62.28% |
April 30, 2022 | 62.28% |
Date | Value |
---|---|
March 31, 2022 | 62.28% |
February 28, 2022 | 62.28% |
January 31, 2022 | 62.28% |
December 31, 2021 | 62.28% |
November 30, 2021 | 62.28% |
October 31, 2021 | 62.28% |
September 30, 2021 | 62.28% |
August 31, 2021 | 62.28% |
July 31, 2021 | 62.28% |
June 30, 2021 | 62.28% |
May 31, 2021 | 62.28% |
April 30, 2021 | 62.28% |
March 31, 2021 | 62.28% |
February 28, 2021 | 62.28% |
January 31, 2021 | 62.28% |
December 31, 2020 | 62.28% |
November 30, 2020 | 62.28% |
October 31, 2020 | 62.28% |
September 30, 2020 | 62.28% |
August 31, 2020 | 62.28% |
July 31, 2020 | 62.28% |
June 30, 2020 | 62.28% |
May 31, 2020 | 62.28% |
April 30, 2020 | 62.28% |
March 31, 2020 | 62.28% |
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
62.20%
Minimum
Sep 2019
67.65%
Maximum
May 2019
62.56%
Average
62.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Formula Systems (1985) Ltd | 54.38% |
Magic Software Enterprises Ltd | 63.91% |
Nayax Ltd | -- |
SatixFy Communications Ltd | -- |
Silynxcom Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.4139 |
Beta (5Y) | 0.9309 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.04% |
Historical Sharpe Ratio (5Y) | 0.2763 |
Historical Sortino (5Y) | 0.4446 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.90% |