QIWI PLC (QIWI)
5.67
0.00 (0.00%)
USD |
NASDAQ |
May 02, 16:00
QIWI Max Drawdown (5Y): 74.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 74.26% |
| March 31, 2024 | 74.26% |
| February 29, 2024 | 74.26% |
| January 31, 2024 | 74.26% |
| December 31, 2023 | 74.26% |
| November 30, 2023 | 74.26% |
| October 31, 2023 | 74.26% |
| September 30, 2023 | 74.26% |
| August 31, 2023 | 74.26% |
| July 31, 2023 | 75.48% |
| June 30, 2023 | 75.48% |
| May 31, 2023 | 75.48% |
| April 30, 2023 | 75.48% |
| March 31, 2023 | 75.48% |
| February 28, 2023 | 75.48% |
| January 31, 2023 | 75.48% |
| December 31, 2022 | 75.48% |
| November 30, 2022 | 75.48% |
| October 31, 2022 | 75.48% |
| September 30, 2022 | 75.48% |
| August 31, 2022 | 75.48% |
| July 31, 2022 | 75.48% |
| June 30, 2022 | 75.48% |
| May 31, 2022 | 75.48% |
| April 30, 2022 | 75.48% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.48% |
| February 28, 2022 | 75.48% |
| January 31, 2022 | 75.48% |
| December 31, 2021 | 75.48% |
| November 30, 2021 | 75.48% |
| October 31, 2021 | 76.11% |
| September 30, 2021 | 76.11% |
| August 31, 2021 | 76.11% |
| July 31, 2021 | 76.11% |
| June 30, 2021 | 76.11% |
| May 31, 2021 | 77.53% |
| April 30, 2021 | 77.53% |
| March 31, 2021 | 77.53% |
| February 28, 2021 | 79.36% |
| January 31, 2021 | 79.36% |
| December 31, 2020 | 79.36% |
| November 30, 2020 | 80.21% |
| October 31, 2020 | 80.21% |
| September 30, 2020 | 80.21% |
| August 31, 2020 | 80.21% |
| July 31, 2020 | 80.21% |
| June 30, 2020 | 80.21% |
| May 31, 2020 | 80.21% |
| April 30, 2020 | 80.21% |
| March 31, 2020 | 80.21% |
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
74.26%
Minimum
Aug 2023
80.21%
Maximum
May 2019
77.14%
Average
75.80%
Median
Max Drawdown (5Y) Benchmarks
| WidePoint Corp | 88.89% |
| DecisionPoint Systems Inc | 99.70% |
| Issuer Direct Corp | 64.52% |
| Intellinetics Inc | 96.76% |
| Castellum Inc | 99.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.10 |
| Beta (5Y) | 0.5866 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.40% |
| Historical Sharpe Ratio (5Y) | -0.40 |
| Historical Sortino (5Y) | -0.4828 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.58% |