Qualys Inc (QLYS)
150.23
+3.20
(+2.18%)
USD |
NASDAQ |
Nov 21, 16:00
150.23
0.00 (0.00%)
After-Hours: 20:00
Qualys Max Drawdown (5Y): 42.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.09% |
| September 30, 2024 | 41.28% |
| August 31, 2024 | 40.67% |
| July 31, 2024 | 36.85% |
| June 30, 2024 | 36.85% |
| May 31, 2024 | 36.85% |
| April 30, 2024 | 36.85% |
| March 31, 2024 | 36.85% |
| February 29, 2024 | 36.85% |
| January 31, 2024 | 36.85% |
| December 31, 2023 | 36.85% |
| November 30, 2023 | 36.85% |
| October 31, 2023 | 36.85% |
| September 30, 2023 | 36.85% |
| August 31, 2023 | 36.85% |
| July 31, 2023 | 36.85% |
| June 30, 2023 | 36.85% |
| May 31, 2023 | 36.85% |
| April 30, 2023 | 36.85% |
| March 31, 2023 | 36.85% |
| February 28, 2023 | 36.85% |
| January 31, 2023 | 36.85% |
| December 31, 2022 | 36.85% |
| November 30, 2022 | 36.85% |
| October 31, 2022 | 36.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.85% |
| August 31, 2022 | 36.85% |
| July 31, 2022 | 36.85% |
| June 30, 2022 | 36.85% |
| May 31, 2022 | 36.85% |
| April 30, 2022 | 36.85% |
| March 31, 2022 | 36.85% |
| February 28, 2022 | 37.91% |
| January 31, 2022 | 38.27% |
| December 31, 2021 | 40.90% |
| November 30, 2021 | 43.36% |
| October 31, 2021 | 43.36% |
| September 30, 2021 | 43.36% |
| August 31, 2021 | 43.36% |
| July 31, 2021 | 45.12% |
| June 30, 2021 | 45.41% |
| May 31, 2021 | 47.68% |
| April 30, 2021 | 53.32% |
| March 31, 2021 | 56.15% |
| February 28, 2021 | 56.15% |
| January 31, 2021 | 68.48% |
| December 31, 2020 | 68.48% |
| November 30, 2020 | 68.48% |
| October 31, 2020 | 68.48% |
| September 30, 2020 | 68.48% |
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
36.85%
Minimum
Mar 2022
68.48%
Maximum
Nov 2019
46.91%
Average
38.09%
Median
Max Drawdown (5Y) Benchmarks
| Varonis Systems Inc | 78.19% |
| Rapid7 Inc | 80.87% |
| CrowdStrike Holdings Inc | -- |
| ZoomInfo Technologies Inc | -- |
| Braze Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.492 |
| Beta (5Y) | 0.4687 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.08% |
| Historical Sharpe Ratio (5Y) | 0.1197 |
| Historical Sortino (5Y) | 0.2245 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.14% |