ITRN Ituran Locat...

Fundamental Data

Get detailed Fundamental insights of Ituran Location and Control Ltd. and compare it to the S&P500.
YTD Return
ITRN +0.40%
vs.
SPY +18.46%
1-Year Return
ITRN -7.29%
vs.
SPY +27.00%
3-Year Return
ITRN +0.50%
vs.
SPY +5.68%

Worst 10 Drawdowns of ITRN

Started Recovered Drawdown Days
Feb 27, 2019 Sep 17, 2024 -69.41% 2030
Jul 30, 2015 Sep 20, 2016 -35.93% 419
Oct 25, 2017 Feb 25, 2019 -21.96% 489
May 17, 2017 Sep 8, 2017 -11.39% 115
Sep 27, 2016 Jan 3, 2017 -10.63% 99
Jan 5, 2017 Feb 3, 2017 -6.82% 30
May 19, 2015 Jun 1, 2015 -6.36% 14
Apr 4, 2017 May 5, 2017 -6.30% 32
Feb 26, 2015 Apr 2, 2015 -5.54% 36
Feb 7, 2017 Feb 28, 2017 -5.38% 22

ITRN vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

ITRN
S&P500
Metric ITRN S&P500
Cumulative Return +26.09% +174.09%
Compound Annual Growth Rate (CAGR) +1.66% +7.44%
Sharpe 0.24 0.67
Sortino 0.34 0.94
Max Drawdown -69.41% -34.1%
Longest Drawdown Days 2030 745
Volatility (ann.) 32.4% 17.83%
Correlation 33.17% -
R^2 0.11 -
Calmar 0.02 0.22
Skew -0.13 -0.55
Kurtosis 11.24 12.49
Expected Daily +0.01% +0.04%
Expected Monthly +0.2% +0.87%
Expected Yearly +2.35% +10.61%
Kelly Criterion -1.09% 3.32%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.33% -1.80%
Expected Shortfall (cVaR) -3.33% -1.80%
Max Consecutive Wins 9 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.04 0.14
Gain/Pain (1M) 0.22 0.78
Payoff Ratio 1.00 0.89
Profit Factor 1.04 1.14
Outlier Win Ratio 3.20 6.19
Outlier Loss Ratio 2.95 5.37
MTD -3.19% -0.11%
3M +5.31% +3.74%
6M -0.44% +10.44%
Best Day +12.94% +9.06%
Worst Day -22.81% -10.94%
Best Month +29.96% +12.70%
Worst Month -37.92% -13.00%
Best Year +40.00% +28.79%
Worst Year -24.19% -19.48%
Avg. Drawdown -6.31% -1.83%
Avg. Drawdown Days 98 22
Recovery Factor 1.07 3.41
Ulcer Index 0.30 0.08
Avg. Up Month +6.72% +3.78%
Avg. Down Month -7.88% -4.98%
Win Days 49.52% 54.39%
Win Month 55.56% 66.67%
Win Quarter 58.97% 76.92%
Win Year 50.00% 70.00%