Quest Resource Holding Corp (QRHC)
10.62
-0.04
(-0.38%)
USD |
NASDAQ |
May 07, 16:00
10.62
0.00 (0.00%)
After-Hours: 16:29
Quest Resource Max Drawdown (5Y): 92.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.16% |
March 31, 2024 | 92.77% |
February 29, 2024 | 95.04% |
January 31, 2024 | 96.49% |
December 31, 2023 | 96.91% |
November 30, 2023 | 96.96% |
October 31, 2023 | 97.13% |
September 30, 2023 | 97.37% |
August 31, 2023 | 97.37% |
July 31, 2023 | 97.37% |
June 30, 2023 | 97.37% |
May 31, 2023 | 97.37% |
April 30, 2023 | 97.37% |
March 31, 2023 | 97.37% |
February 28, 2023 | 97.37% |
January 31, 2023 | 97.37% |
December 31, 2022 | 97.37% |
November 30, 2022 | 97.37% |
October 31, 2022 | 97.37% |
September 30, 2022 | 97.37% |
August 31, 2022 | 97.60% |
July 31, 2022 | 97.60% |
June 30, 2022 | 97.69% |
May 31, 2022 | 97.69% |
April 30, 2022 | 97.69% |
Date | Value |
---|---|
March 31, 2022 | 97.69% |
February 28, 2022 | 97.69% |
January 31, 2022 | 97.69% |
December 31, 2021 | 97.69% |
November 30, 2021 | 97.69% |
October 31, 2021 | 97.69% |
September 30, 2021 | 97.69% |
August 31, 2021 | 97.69% |
July 31, 2021 | 97.69% |
June 30, 2021 | 97.69% |
May 31, 2021 | 97.69% |
April 30, 2021 | 97.69% |
March 31, 2021 | 97.69% |
February 28, 2021 | 97.69% |
January 31, 2021 | 97.69% |
December 31, 2020 | 97.69% |
November 30, 2020 | 97.69% |
October 31, 2020 | 97.69% |
September 30, 2020 | 97.69% |
August 31, 2020 | 97.69% |
July 31, 2020 | 97.69% |
June 30, 2020 | 97.69% |
May 31, 2020 | 97.69% |
April 30, 2020 | 97.69% |
March 31, 2020 | 97.69% |
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
92.16%
Minimum
Apr 2024
97.69%
Maximum
May 2019
97.35%
Average
97.69%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Perma-Fix Environmental Services Inc | 65.61% |
Republic Services Inc | 34.02% |
374Water Inc | 99.90% |
Global Ecology Corp | 99.97% |
Strategic Environmental & Energy Resources Inc | 96.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 28.65 |
Beta (5Y) | 0.5781 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.64% |
Historical Sharpe Ratio (5Y) | 0.5429 |
Historical Sortino (5Y) | 1.164 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.60% |