XTL Biopharmaceuticals Ltd (XTLB)
2.422
+0.02
(+0.92%)
USD |
NASDAQ |
Apr 26, 16:00
XTL Biopharmaceuticals Max Drawdown (5Y): 91.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 95.57% |
| July 31, 2020 | 95.57% |
| June 30, 2020 | 95.57% |
| May 31, 2020 | 95.57% |
| April 30, 2020 | 95.57% |
| March 31, 2020 | 95.57% |
| February 29, 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
Apr 2019
95.03%
Average
95.57%
Median
Apr 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 | 98.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.27 |
| Beta (5Y) | 1.209 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.97% |
| Historical Sharpe Ratio (5Y) | 0.0189 |
| Historical Sortino (5Y) | 0.058 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.66% |