XTL Biopharmaceuticals Ltd (XTLB)

1.44 -0.02 (-1.03%) USD  |  NASDAQ  |  Dec 20, 16:00
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XTL Biopharmaceuticals Max Drawdown (5Y): 92.62% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Compugen Ltd 97.28%
Pluri Inc 96.65%
BioLine Rx Ltd 97.41%
Can Fite Biofarma Ltd 99.32%
BiomX Inc 99.53%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.74
Beta (5Y) 1.156
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 113.0%
Historical Sharpe Ratio (5Y) 0.0416
Historical Sortino (5Y) 0.1762
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.78%