Gilat Satellite Networks Ltd. (GILT)

Nasdaq Stock Exchange
USD
IL0010825102
26 March 1993  –  25 January 2022

Performance

Annualized Return
-11.29%
Sharpe Ratio
0.07
Maximum Drawdown
-99.94%

Metrics

Metric Gilat Satellite Networks Ltd.
Initial Balance $10,000
Final Balance $316
Returns
Month-To-Date 6.79%
Year-To-Date 6.79%
3M -9.47%
6M -23.04%
Annual Return (1Y) -25.25%
Annual Return (3Y) 1.65%
Annual Return (5Y) 10.58%
Annual Return (10Y) 8.71%
Annual Return (All) -11.29%
Enh Ann Return 7.13%
Best Year 115.4%
Worst Year -92.88%
Risk
Annual Volatility 55.85%
Max Drawdown -99.94%
Sharpe Ratio 0.07
Sortino Ratio 0.1
Adjusted Sortino (S/√2) 0.07
Ulcer Index 0.86
Gain to Pain Ratio 0.01

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on March 1993.
  • Final balance: The amount of capital we've accrued over time as of January 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 29 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Chart

Table

Year Gilat Satellite Networks Ltd.
1993 -7.72%
1994 -11.11%
1995 110.42%
1996 -2.46%
1997 16.24%
1998 92.56%
1999 115.4%
2000 -78.53%
2001 -78.51%
2002 -92.88%
2003 -37.31%
2004 24.54%
2005 -5.58%
2006 53.22%
2007 16.8%
2008 -74.64%
2009 76.63%
2010 8.46%
2011 -21%
2012 34.43%
2013 -11.96%
2014 -0.32%
2015 -25.54%
2016 44.38%
2017 54.49%
2018 18.35%
2019 -9.34%
2020 -11.84%
2021 18.21%
2022 6.79%

Gilat Satellite Networks Ltd. had 15 positive years and 15 negative years. That's a positive ratio of 50%.

Table

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1993 0% 0% -0.9% 3.4% -0% -5% -15.8% 9.4% -8.6% 14.6% 9.1% -10% -0.7%
1994 4.7% -0.9% -11.6% -15.2% -7.1% -3.8% 5.3% 30.4% 0.9% 9.6% -3.5% -12.7% 1.5%
1995 9.4% 12.3% 10.2% -0.7% 26.3% 11.6% 19.8% -6.9% 8.4% -19.1% 21.3% -6.5% 83.2%
1996 6.9% -7.9% -2.5% -4.1% -14% 10% -10.8% 0% -10.2% 10.6% 32.1% -4.3% 7.8%
1997 24.4% -4.9% 3.8% 4.1% 0% 5.6% 7.9% -9.4% 13.5% -11.9% -0% -11.9% 28.6%
1998 -10.1% 31.1% 8.1% 4.8% -18.6% 7.4% 13.3% -14.7% 39.3% 3.3% 9.4% 8.4% 80.7%
1999 14.2% -5.9% 1.3% -13.3% 1.4% -0.5% 0.5% -10.7% 13.8% -2.8% 47.6% 54.3% 92.8%
2000 -10.1% 40.5% -21.8% -26.8% -6.2% -13.9% 15.3% 0.3% -4.2% -33.4% -23.2% -35.1% -119.5%
2001 54.4% -10.8% -66.9% 20.3% -9.6% -5.1% 9.2% -16.9% -51.8% -58.1% 64.5% 51.4% -73%
2002 -22.4% -13.2% -6% -42.4% -20.5% -30.8% -38.2% -4.4% -23.1% -10% 0% -13.3% -203.2%
2003 -7.7% 8.3% -35.9% -31.4% 18.1% 25.7% -4.7% -7.6% -0.2% 6.9% 3.8% -1.4% -14.2%
2004 55% -2.5% 20% -24.2% -15.8% 1.6% -19.8% -0.2% 29.3% -3.5% 3.5% 2.5% 39.4%
2005 20.9% 1.6% -13.4% -5.4% -2.6% 9% -1.2% -4.7% 9.3% -7.6% -14.9% 9.1% 1.5%
2006 -1% 1.4% 2.6% 13.9% 23.1% -5.5% -1.1% 6.3% 10.7% -6.4% 4.7% -1.5% 49.2%
2007 2.4% -6.1% -2.6% 10.5% 7.8% -2% -8.2% 6.3% 8.5% 9.1% -4.3% -3.4% 19.5%
2008 5.8% -1.5% 0.9% -1.3% 2.8% -1.1% -0.1% -30.5% -23% -46.3% -21.8% 7% -116.3%
2009 20.3% -0.6% 8% 9.2% -6.3% 28.7% 9.9% -12.9% -0.9% 6.4% -2.2% 5.3% 67.1%
2010 17.4% -3.1% 8.4% 6.7% -20.5% -4.6% 14.8% -11.6% 23.1% -7.8% -8.9% 3.5% 15.3%
2011 2.8% -2.1% 5.4% -9.8% -3.8% -1.5% 9.5% -22.4% -16.6% 20.9% -5.9% 8.2% -16.1%
2012 2.5% -6.9% 7.2% 1.5% -22.2% -2.1% -19% 25.7% 25.2% 11.8% 18.2% 1% 36.5%
2013 -0.2% 4.7% 2.7% -2.6% -1.1% 1.1% -7.6% -7.4% 3.4% 4.5% -13.3% 5.1% -8.6%
2014 -0.3% 12.9% -6.1% -3.8% 3.8% -5.9% 0.2% 1.7% 3.4% 1.4% -2.2% -3.9% 3%
2015 1.5% 3.4% 23.7% 0.2% -6.1% -1.8% -1.3% -22.6% -17.3% -1.1% 12.9% -11.9% -22.8%
2016 3.7% 7.2% 21.2% -2.8% 6.4% -11% 3.7% 11.2% -2% -11.1% 9.5% 5.7% 42.5%
2017 21% -12.9% -4.2% 0.2% -3.6% 5.5% 5.6% 1.8% 8.3% 16.5% 8.4% 2% 49.4%
2018 6.7% 5.6% 1.1% -4.3% -4.1% 13.6% -6.4% 4.2% -4.5% 11.2% 1.2% -4.9% 21.7%
2019 5.2% -4.9% -3.5% 5.1% -7% 3% -1.5% -3.1% 3.8% -2.6% 2.8% -6.1% -5.6%
2020 20.3% -0.7% -24.7% 20.6% -2.2% -23.8% -12.2% -3.6% 1.1% 9.9% 7.8% 7.6% 4.7%
2021 90.9% 22.3% -25.1% -3.9% 0.4% 0.9% 2.9% -6.2% -8.5% -8.9% -13.6% -0.1% 40.3%
2022 6.8% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 8.8%
Pos 75.9% 42.9% 51.7% 44.8% 32.1% 44.8% 48.3% 37.9% 55.2% 48.3% 58.6% 48.3% 66.7%
Avg 11.9% 2.4% -3.5% -3.2% -2.9% 0.2% -1% -3.4% 1.1% -3.2% 4.9% 1.5% 3.8%

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

Gilat Satellite Networks Ltd.

start valley end Drawdown days
2000-02-22 2008-12-29 - -99.94% 8008
1993-05-11 1994-05-19 1995-05-04 -51.11% 723
1997-10-08 1998-01-21 1998-09-16 -44.44% 343
1996-02-16 1996-07-24 1997-01-09 -43.73% 328
1999-03-10 1999-08-26 1999-11-05 -32.84% 240

The Gilat Satellite Networks Ltd. took approximately 64 months on average to recover from a major drawdown.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

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