QuoteMedia Inc (QMCI)
0.21
+0.01
(+4.95%)
USD |
OTCM |
Apr 30, 16:00
QuoteMedia Max Drawdown (5Y): 66.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 66.37% |
| February 29, 2024 | 66.37% |
| January 31, 2024 | 66.37% |
| December 31, 2023 | 66.37% |
| November 30, 2023 | 66.37% |
| October 31, 2023 | 66.37% |
| September 30, 2023 | 66.37% |
| August 31, 2023 | 66.37% |
| July 31, 2023 | 66.37% |
| June 30, 2023 | 66.37% |
| May 31, 2023 | 66.37% |
| April 30, 2023 | 66.37% |
| March 31, 2023 | 66.37% |
| February 28, 2023 | 66.37% |
| January 31, 2023 | 66.37% |
| December 31, 2022 | 66.37% |
| November 30, 2022 | 66.37% |
| October 31, 2022 | 72.34% |
| September 30, 2022 | 77.59% |
| August 31, 2022 | 77.59% |
| July 31, 2022 | 79.38% |
| June 30, 2022 | 80.00% |
| May 31, 2022 | 80.00% |
| April 30, 2022 | 80.00% |
| March 31, 2022 | 80.00% |
| Date | Value |
|---|---|
| February 28, 2022 | 80.00% |
| January 31, 2022 | 80.00% |
| December 31, 2021 | 80.00% |
| November 30, 2021 | 80.00% |
| October 31, 2021 | 80.00% |
| September 30, 2021 | 80.00% |
| August 31, 2021 | 80.00% |
| July 31, 2021 | 80.00% |
| June 30, 2021 | 80.00% |
| May 31, 2021 | 80.00% |
| April 30, 2021 | 80.00% |
| March 31, 2021 | 80.00% |
| February 28, 2021 | 80.00% |
| January 31, 2021 | 80.00% |
| December 31, 2020 | 80.00% |
| November 30, 2020 | 80.00% |
| October 31, 2020 | 80.00% |
| September 30, 2020 | 80.00% |
| August 31, 2020 | 80.00% |
| July 31, 2020 | 80.00% |
| June 30, 2020 | 80.00% |
| May 31, 2020 | 80.00% |
| April 30, 2020 | 80.00% |
| March 31, 2020 | 80.00% |
| February 29, 2020 | 80.00% |
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
66.37%
Minimum
Nov 2022
85.13%
Maximum
May 2019
76.19%
Average
80.00%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
| CME Group Inc | 37.34% |
| Morningstar Inc | 49.91% |
| Nasdaq Inc | 38.28% |
| Value Line Inc | 67.14% |
| Coinbase Global Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7972 |
| Beta (5Y) | 0.556 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.49% |
| Historical Sharpe Ratio (5Y) | 0.0904 |
| Historical Sortino (5Y) | 0.2499 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.00% |