QCR Holdings Inc (QCRH)
55.40
+0.72
(+1.33%)
USD |
NASDAQ |
Apr 18, 16:00
55.43
+0.02
(+0.05%)
Pre-Market: 20:00
QCR Holdings Max Drawdown (5Y): 52.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 52.99% |
| February 29, 2024 | 52.99% |
| January 31, 2024 | 52.99% |
| December 31, 2023 | 52.99% |
| November 30, 2023 | 52.99% |
| October 31, 2023 | 52.99% |
| September 30, 2023 | 52.99% |
| August 31, 2023 | 52.99% |
| July 31, 2023 | 52.99% |
| June 30, 2023 | 52.99% |
| May 31, 2023 | 52.99% |
| April 30, 2023 | 52.99% |
| March 31, 2023 | 52.99% |
| February 28, 2023 | 52.99% |
| January 31, 2023 | 52.99% |
| December 31, 2022 | 52.99% |
| November 30, 2022 | 52.99% |
| October 31, 2022 | 52.99% |
| September 30, 2022 | 52.99% |
| August 31, 2022 | 52.99% |
| July 31, 2022 | 52.99% |
| June 30, 2022 | 52.99% |
| May 31, 2022 | 52.99% |
| April 30, 2022 | 52.99% |
| March 31, 2022 | 52.99% |
| Date | Value |
|---|---|
| February 28, 2022 | 52.99% |
| January 31, 2022 | 52.99% |
| December 31, 2021 | 52.99% |
| November 30, 2021 | 52.99% |
| October 31, 2021 | 52.99% |
| September 30, 2021 | 52.99% |
| August 31, 2021 | 52.99% |
| July 31, 2021 | 52.99% |
| June 30, 2021 | 52.99% |
| May 31, 2021 | 52.99% |
| April 30, 2021 | 52.99% |
| March 31, 2021 | 52.99% |
| February 28, 2021 | 52.99% |
| January 31, 2021 | 52.99% |
| December 31, 2020 | 52.99% |
| November 30, 2020 | 52.99% |
| October 31, 2020 | 52.99% |
| September 30, 2020 | 52.99% |
| August 31, 2020 | 52.99% |
| July 31, 2020 | 52.99% |
| June 30, 2020 | 52.99% |
| May 31, 2020 | 52.99% |
| April 30, 2020 | 52.99% |
| March 31, 2020 | 48.89% |
| February 29, 2020 | 38.28% |
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
38.28%
Minimum
Apr 2019
52.99%
Maximum
Apr 2020
50.22%
Average
52.99%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Sandy Spring Bancorp Inc | 59.16% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 44.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.408 |
| Beta (5Y) | 0.9494 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.24% |
| Historical Sharpe Ratio (5Y) | 0.3407 |
| Historical Sortino (5Y) | 0.4449 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.72% |