Compugen Ltd (CGEN)
1.92
+0.02
(+1.05%)
USD |
NASDAQ |
Apr 26, 16:00
1.91
-0.01
(-0.52%)
After-Hours: 20:00
Compugen Max Drawdown (5Y): 97.28% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.28% |
| February 29, 2024 | 97.28% |
| January 31, 2024 | 97.28% |
| December 31, 2023 | 97.28% |
| November 30, 2023 | 97.28% |
| October 31, 2023 | 97.09% |
| September 30, 2023 | 97.09% |
| August 31, 2023 | 97.09% |
| July 31, 2023 | 97.09% |
| June 30, 2023 | 97.09% |
| May 31, 2023 | 97.09% |
| April 30, 2023 | 97.03% |
| March 31, 2023 | 97.03% |
| February 28, 2023 | 97.03% |
| January 31, 2023 | 97.03% |
| December 31, 2022 | 97.03% |
| November 30, 2022 | 97.03% |
| October 31, 2022 | 97.03% |
| September 30, 2022 | 96.62% |
| August 31, 2022 | 93.98% |
| July 31, 2022 | 91.93% |
| June 30, 2022 | 91.93% |
| May 31, 2022 | 91.26% |
| April 30, 2022 | 88.12% |
| March 31, 2022 | 85.81% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.81% |
| January 31, 2022 | 84.72% |
| December 31, 2021 | 84.72% |
| November 30, 2021 | 84.72% |
| October 31, 2021 | 84.72% |
| September 30, 2021 | 84.72% |
| August 31, 2021 | 84.72% |
| July 31, 2021 | 84.72% |
| June 30, 2021 | 84.72% |
| May 31, 2021 | 84.72% |
| April 30, 2021 | 84.72% |
| March 31, 2021 | 84.72% |
| February 28, 2021 | 84.72% |
| January 31, 2021 | 84.72% |
| December 31, 2020 | 84.72% |
| November 30, 2020 | 84.72% |
| October 31, 2020 | 84.72% |
| September 30, 2020 | 84.72% |
| August 31, 2020 | 84.72% |
| July 31, 2020 | 84.72% |
| June 30, 2020 | 84.72% |
| May 31, 2020 | 84.72% |
| April 30, 2020 | 84.72% |
| March 31, 2020 | 84.72% |
| February 29, 2020 | 84.72% |
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
84.72%
Minimum
Apr 2019
97.28%
Maximum
Nov 2023
89.23%
Average
84.72%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Pluri Inc | 96.47% |
| BioLine Rx Ltd | 97.41% |
| XTL Biopharmaceuticals Ltd | 91.43% |
| Can Fite Biofarma Ltd | 99.32% |
| BiomX Inc | 98.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.41 |
| Beta (5Y) | 2.635 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.5% |
| Historical Sharpe Ratio (5Y) | -0.0988 |
| Historical Sortino (5Y) | -0.3046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.48% |