The Tel Aviv Stock Exchange Ltd. (TVAVF)
39.73
-3.42
(-7.92%)
USD |
OTCM |
Sep 15, 16:00
Tel Aviv Stock Exchange Max Drawdown (5Y) : 43.62% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 43.62% |
| July 31, 2026 | 37.98% |
| June 30, 2026 | 36.05% |
| May 31, 2026 | 25.90% |
| April 30, 2026 | 25.90% |
| March 31, 2026 | 25.90% |
| February 28, 2026 | 25.90% |
| January 31, 2026 | 25.90% |
| December 31, 2025 | 25.90% |
| November 30, 2025 | 25.90% |
| October 31, 2025 | 25.90% |
| September 30, 2025 | 25.90% |
| August 31, 2025 | 25.90% |
| July 31, 2025 | 25.90% |
| June 30, 2025 | 25.90% |
| May 31, 2025 | 25.90% |
| April 30, 2025 | 25.90% |
| March 31, 2025 | 25.90% |
| February 28, 2025 | 25.90% |
| January 31, 2025 | 25.90% |
| December 31, 2024 | 25.90% |
| November 30, 2024 | 25.90% |
| October 31, 2024 | 25.90% |
| September 30, 2024 | 25.90% |
| August 31, 2024 | 25.90% |
| Date | Value |
|---|---|
| July 31, 2024 | 25.90% |
| June 30, 2024 | 25.90% |
| May 31, 2024 | 25.90% |
| April 30, 2024 | 25.90% |
| March 31, 2024 | 25.90% |
| February 29, 2024 | 25.90% |
| January 31, 2024 | 25.90% |
| December 31, 2023 | 25.90% |
| November 30, 2023 | 25.90% |
| October 31, 2023 | 22.72% |
| September 30, 2023 | 8.50% |
| August 31, 2023 | 8.50% |
| July 31, 2023 | 8.50% |
| June 30, 2023 | 8.50% |
| May 31, 2023 | 8.50% |
| April 30, 2023 | 8.50% |
| March 31, 2023 | 8.50% |
| February 28, 2023 | 8.50% |
| January 31, 2023 | 8.50% |
| December 31, 2022 | 8.50% |
| November 30, 2022 | 8.50% |
| October 31, 2022 | 8.50% |
| September 30, 2022 | 8.50% |
| August 31, 2022 | 8.50% |
| July 31, 2022 | 8.50% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Plus500 Ltd. | 28.18% |
| eToro Group Ltd. | -- |
| CME Group, Inc. | 31.74% |
| Intercontinental Exchange, Inc. | 34.31% |
| MarketAxess Holdings, Inc. | 76.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 42.52 |
| Beta (5Y) | 0.7958 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.41% |
| Historical Sharpe Ratio (5Y) | 1.295 |
| Historical Sortino (5Y) | 2.648 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.47% |