XTL Biopharmaceuticals Ltd (XTLB)
1.88
-0.47
(-20.00%)
USD |
NASDAQ |
Nov 04, 16:00
1.88
0.00 (0.00%)
After-Hours: 20:00
XTL Biopharmaceuticals Max Drawdown (5Y): 91.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 91.43% |
September 30, 2024 | 91.43% |
August 31, 2024 | 91.43% |
July 31, 2024 | 91.43% |
June 30, 2024 | 91.43% |
May 31, 2024 | 91.43% |
April 30, 2024 | 91.43% |
March 31, 2024 | 91.43% |
February 29, 2024 | 91.43% |
January 31, 2024 | 91.43% |
December 31, 2023 | 91.43% |
November 30, 2023 | 91.43% |
October 31, 2023 | 93.05% |
September 30, 2023 | 94.22% |
August 31, 2023 | 94.22% |
July 31, 2023 | 94.22% |
June 30, 2023 | 94.22% |
May 31, 2023 | 94.22% |
April 30, 2023 | 94.22% |
March 31, 2023 | 94.59% |
February 28, 2023 | 95.34% |
January 31, 2023 | 95.57% |
December 31, 2022 | 95.57% |
November 30, 2022 | 95.57% |
October 31, 2022 | 95.57% |
Date | Value |
---|---|
September 30, 2022 | 95.57% |
August 31, 2022 | 95.57% |
July 31, 2022 | 95.57% |
June 30, 2022 | 95.57% |
May 31, 2022 | 95.57% |
April 30, 2022 | 95.57% |
March 31, 2022 | 95.57% |
February 28, 2022 | 95.57% |
January 31, 2022 | 95.57% |
December 31, 2021 | 95.57% |
November 30, 2021 | 95.57% |
October 31, 2021 | 95.57% |
September 30, 2021 | 95.57% |
August 31, 2021 | 95.57% |
July 31, 2021 | 95.57% |
June 30, 2021 | 95.57% |
May 31, 2021 | 95.57% |
April 30, 2021 | 95.57% |
March 31, 2021 | 95.57% |
February 28, 2021 | 95.57% |
January 31, 2021 | 95.57% |
December 31, 2020 | 95.57% |
November 30, 2020 | 95.57% |
October 31, 2020 | 95.57% |
September 30, 2020 | 95.57% |
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
91.43%
Minimum
Nov 2023
95.57%
Maximum
Nov 2019
94.55%
Average
95.57%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Compugen Ltd | 97.28% |
Pluri Inc | 96.47% |
BioLine Rx Ltd | 97.41% |
Can Fite Biofarma Ltd | 99.32% |
BiomX Inc | 99.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.041 |
Beta (5Y) | 1.211 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.7% |
Historical Sharpe Ratio (5Y) | 0.0673 |
Historical Sortino (5Y) | 0.284 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.72% |