Quantum International Corp (QUAN)
0.0388
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Quantum International Max Drawdown (5Y): 87.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 87.20% |
| March 31, 2024 | 87.20% |
| February 29, 2024 | 92.06% |
| January 31, 2024 | 94.00% |
| December 31, 2023 | 95.69% |
| November 30, 2023 | 95.69% |
| October 31, 2023 | 95.89% |
| September 30, 2023 | 95.89% |
| August 31, 2023 | 96.33% |
| July 31, 2023 | 98.08% |
| June 30, 2023 | 98.80% |
| May 31, 2023 | 98.80% |
| April 30, 2023 | 99.43% |
| March 31, 2023 | 99.43% |
| February 28, 2023 | 99.47% |
| January 31, 2023 | 99.47% |
| December 31, 2022 | 99.47% |
| November 30, 2022 | 99.56% |
| October 31, 2022 | 99.58% |
| September 30, 2022 | 99.75% |
| August 31, 2022 | 99.76% |
| July 31, 2022 | 99.76% |
| June 30, 2022 | 99.76% |
| May 31, 2022 | 99.76% |
| April 30, 2022 | 99.76% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.88% |
| February 28, 2022 | 99.92% |
| January 31, 2022 | 99.92% |
| December 31, 2021 | 99.92% |
| November 30, 2021 | 99.95% |
| October 31, 2021 | 99.95% |
| September 30, 2021 | 99.97% |
| August 31, 2021 | 99.97% |
| July 31, 2021 | 99.97% |
| June 30, 2021 | 99.97% |
| May 31, 2021 | 99.97% |
| April 30, 2021 | 99.97% |
| March 31, 2021 | 99.98% |
| February 28, 2021 | 99.98% |
| January 31, 2021 | 99.98% |
| December 31, 2020 | 99.98% |
| November 30, 2020 | 99.99% |
| October 31, 2020 | 99.99% |
| September 30, 2020 | 99.99% |
| August 31, 2020 | 99.99% |
| July 31, 2020 | 99.99% |
| June 30, 2020 | 99.99% |
| May 31, 2020 | 100.00% |
| April 30, 2020 | 100.00% |
| March 31, 2020 | 100.00% |
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
87.20%
Minimum
Mar 2024
100.00%
Maximum
May 2019
98.83%
Average
99.95%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| American Software Inc | 68.64% |
| Issuer Direct Corp | 64.52% |
| WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 59.46 |
| Beta (5Y) | 0.4209 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 188.4% |
| Historical Sharpe Ratio (5Y) | 0.3404 |
| Historical Sortino (5Y) | 1.253 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.29% |