Qualys Inc (QLYS)
165.43
+1.52
(+0.93%)
USD |
NASDAQ |
May 01, 16:00
165.43
0.00 (0.00%)
After-Hours: 20:00
Qualys Max Drawdown (5Y): 36.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.85% |
| March 31, 2024 | 36.85% |
| February 29, 2024 | 36.85% |
| January 31, 2024 | 36.85% |
| December 31, 2023 | 36.85% |
| November 30, 2023 | 36.85% |
| October 31, 2023 | 36.85% |
| September 30, 2023 | 36.85% |
| August 31, 2023 | 36.85% |
| July 31, 2023 | 36.85% |
| June 30, 2023 | 36.85% |
| May 31, 2023 | 36.85% |
| April 30, 2023 | 36.85% |
| March 31, 2023 | 36.85% |
| February 28, 2023 | 36.85% |
| January 31, 2023 | 36.85% |
| December 31, 2022 | 36.85% |
| November 30, 2022 | 36.85% |
| October 31, 2022 | 36.85% |
| September 30, 2022 | 36.85% |
| August 31, 2022 | 36.85% |
| July 31, 2022 | 36.85% |
| June 30, 2022 | 36.85% |
| May 31, 2022 | 36.85% |
| April 30, 2022 | 36.85% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.85% |
| February 28, 2022 | 36.85% |
| January 31, 2022 | 36.85% |
| December 31, 2021 | 37.91% |
| November 30, 2021 | 38.27% |
| October 31, 2021 | 40.90% |
| September 30, 2021 | 43.36% |
| August 31, 2021 | 43.36% |
| July 31, 2021 | 43.36% |
| June 30, 2021 | 43.36% |
| May 31, 2021 | 45.12% |
| April 30, 2021 | 45.41% |
| March 31, 2021 | 47.68% |
| February 28, 2021 | 53.32% |
| January 31, 2021 | 56.15% |
| December 31, 2020 | 56.15% |
| November 30, 2020 | 68.48% |
| October 31, 2020 | 68.48% |
| September 30, 2020 | 68.48% |
| August 31, 2020 | 68.48% |
| July 31, 2020 | 68.48% |
| June 30, 2020 | 68.48% |
| May 31, 2020 | 68.48% |
| April 30, 2020 | 68.48% |
| March 31, 2020 | 68.48% |
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
36.85%
Minimum
Jan 2022
68.48%
Maximum
May 2019
48.79%
Average
39.59%
Median
Max Drawdown (5Y) Benchmarks
| Microsoft Corp | 37.14% |
| Varonis Systems Inc | 78.19% |
| CrowdStrike Holdings Inc | -- |
| Adobe Inc | 60.02% |
| Rapid7 Inc | 80.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.987 |
| Beta (5Y) | 0.5059 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.24% |
| Historical Sharpe Ratio (5Y) | 0.2853 |
| Historical Sortino (5Y) | 0.5441 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.04% |