Tower Semiconductor Ltd (TSEM)
47.76
+1.11
(+2.38%)
USD |
NASDAQ |
Nov 21, 16:00
47.76
0.00 (0.00%)
After-Hours: 20:00
Tower Semiconductor Max Drawdown (5Y): 62.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.28% |
| September 30, 2024 | 62.28% |
| August 31, 2024 | 62.28% |
| July 31, 2024 | 62.28% |
| June 30, 2024 | 62.28% |
| May 31, 2024 | 62.28% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
62.28%
Maximum
Mar 2020
62.28%
Average
62.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -0.1151 |
| Beta (5Y) | 0.8993 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.49% |
| Historical Sharpe Ratio (5Y) | 0.2986 |
| Historical Sortino (5Y) | 0.4768 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.90% |