OMNIQ Corp (OMQS)
0.1700
-0.02
(-8.11%)
USD |
OTCM |
Nov 05, 10:22
OMNIQ Max Drawdown (5Y): 98.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.80% |
| September 30, 2024 | 98.80% |
| August 31, 2024 | 98.80% |
| July 31, 2024 | 98.80% |
| June 30, 2024 | 98.56% |
| May 31, 2024 | 98.56% |
| April 30, 2024 | 97.64% |
| March 31, 2024 | 96.76% |
| February 29, 2024 | 96.63% |
| January 31, 2024 | 96.20% |
| December 31, 2023 | 96.20% |
| November 30, 2023 | 96.20% |
| October 31, 2023 | 95.43% |
| September 30, 2023 | 88.22% |
| August 31, 2023 | 83.72% |
| July 31, 2023 | 78.54% |
| June 30, 2023 | 78.54% |
| May 31, 2023 | 78.54% |
| April 30, 2023 | 78.54% |
| March 31, 2023 | 78.54% |
| February 28, 2023 | 78.54% |
| January 31, 2023 | 78.54% |
| December 31, 2022 | 84.28% |
| November 30, 2022 | 88.55% |
| October 31, 2022 | 88.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.20% |
| August 31, 2022 | 91.20% |
| July 31, 2022 | 91.20% |
| June 30, 2022 | 91.20% |
| May 31, 2022 | 91.20% |
| April 30, 2022 | 91.20% |
| March 31, 2022 | 91.20% |
| February 28, 2022 | 91.20% |
| January 31, 2022 | 91.20% |
| December 31, 2021 | 91.20% |
| November 30, 2021 | 91.43% |
| October 31, 2021 | 91.43% |
| September 30, 2021 | 91.43% |
| August 31, 2021 | 91.43% |
| July 31, 2021 | 91.43% |
| June 30, 2021 | 91.43% |
| May 31, 2021 | 91.43% |
| April 30, 2021 | 91.43% |
| March 31, 2021 | 91.43% |
| February 28, 2021 | 91.43% |
| January 31, 2021 | 91.43% |
| December 31, 2020 | 91.43% |
| November 30, 2020 | 91.43% |
| October 31, 2020 | 91.43% |
| September 30, 2020 | 91.43% |
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
78.54%
Minimum
Jan 2023
98.80%
Maximum
Oct 2024
90.81%
Average
91.43%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Data Storage Corp | 95.10% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -64.39 |
| Beta (5Y) | 1.184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.43% |
| Historical Sharpe Ratio (5Y) | -0.6262 |
| Historical Sortino (5Y) | -1.087 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.00% |