Tower Semiconductor Ltd (TSEM)

52.20 +1.34 (+2.63%) USD  |  NASDAQ  |  Dec 24, 12:57
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Tower Semiconductor Max Drawdown (5Y): 62.28% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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CyberArk Software Ltd 50.48%
Formula Systems (1985) Ltd 54.38%
Magic Software Enterprises Ltd 63.91%
SatixFy Communications Ltd --
Silynxcom Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.807
Beta (5Y) 0.9230
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.50%
Historical Sharpe Ratio (5Y) 0.3672
Historical Sortino (5Y) 0.5868
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.90%