Q.E.P. Co Inc (QEPC)
27.84
-0.01
(-0.04%)
USD |
OTCM |
May 03, 16:00
Q.E.P. Max Drawdown (5Y): 75.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.69% |
| March 31, 2024 | 75.69% |
| February 29, 2024 | 75.69% |
| January 31, 2024 | 75.69% |
| December 31, 2023 | 75.69% |
| November 30, 2023 | 75.69% |
| October 31, 2023 | 75.69% |
| September 30, 2023 | 75.69% |
| August 31, 2023 | 75.69% |
| July 31, 2023 | 75.69% |
| June 30, 2023 | 75.69% |
| May 31, 2023 | 75.69% |
| April 30, 2023 | 75.69% |
| March 31, 2023 | 75.69% |
| February 28, 2023 | 75.69% |
| January 31, 2023 | 75.69% |
| December 31, 2022 | 75.69% |
| November 30, 2022 | 75.69% |
| October 31, 2022 | 75.69% |
| September 30, 2022 | 75.69% |
| August 31, 2022 | 75.69% |
| July 31, 2022 | 75.69% |
| June 30, 2022 | 75.69% |
| May 31, 2022 | 75.69% |
| April 30, 2022 | 75.69% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.69% |
| February 28, 2022 | 75.69% |
| January 31, 2022 | 75.69% |
| December 31, 2021 | 75.69% |
| November 30, 2021 | 75.69% |
| October 31, 2021 | 75.69% |
| September 30, 2021 | 75.69% |
| August 31, 2021 | 75.69% |
| July 31, 2021 | 75.69% |
| June 30, 2021 | 75.69% |
| May 31, 2021 | 75.69% |
| April 30, 2021 | 75.69% |
| March 31, 2021 | 75.69% |
| February 28, 2021 | 75.69% |
| January 31, 2021 | 75.69% |
| December 31, 2020 | 75.69% |
| November 30, 2020 | 75.69% |
| October 31, 2020 | 75.69% |
| September 30, 2020 | 75.69% |
| August 31, 2020 | 75.69% |
| July 31, 2020 | 75.69% |
| June 30, 2020 | 75.00% |
| May 31, 2020 | 74.94% |
| April 30, 2020 | 74.17% |
| March 31, 2020 | 69.44% |
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
39.71%
Minimum
May 2019
75.69%
Maximum
Jul 2020
71.31%
Average
75.69%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| The L S Starrett Co | 81.42% |
| Hillman Solutions Corp | -- |
| Chicago Rivet & Machine Co | 58.85% |
| CPI Aerostructures Inc | 92.55% |
| Ault Alliance Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.093 |
| Beta (5Y) | -0.2961 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.49% |
| Historical Sharpe Ratio (5Y) | 0.0307 |
| Historical Sortino (5Y) | 0.0674 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.86% |