QuoteMedia, Inc. (QMCI)
0.1402
-0.01
(-6.53%)
USD |
OTCM |
Aug 24, 16:00
QuoteMedia Max Drawdown (5Y) : 61.76% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 61.76% |
| June 30, 2026 | 61.76% |
| May 31, 2026 | 61.76% |
| April 30, 2026 | 61.76% |
| March 31, 2026 | 61.76% |
| February 28, 2026 | 61.76% |
| January 31, 2026 | 61.76% |
| December 31, 2025 | 61.76% |
| November 30, 2025 | 61.76% |
| October 31, 2025 | 64.08% |
| September 30, 2025 | 65.47% |
| August 31, 2025 | 66.37% |
| July 31, 2025 | 66.37% |
| June 30, 2025 | 66.37% |
| May 31, 2025 | 66.37% |
| April 30, 2025 | 66.37% |
| March 31, 2025 | 66.37% |
| February 28, 2025 | 66.37% |
| January 31, 2025 | 66.37% |
| December 31, 2024 | 66.37% |
| November 30, 2024 | 66.37% |
| October 31, 2024 | 66.37% |
| September 30, 2024 | 66.37% |
| August 31, 2024 | 66.37% |
| July 31, 2024 | 66.37% |
| Date | Value |
|---|---|
| June 30, 2024 | 66.37% |
| May 31, 2024 | 66.37% |
| April 30, 2024 | 66.37% |
| March 31, 2024 | 66.37% |
| February 29, 2024 | 66.37% |
| January 31, 2024 | 66.37% |
| December 31, 2023 | 66.37% |
| November 30, 2023 | 66.37% |
| October 31, 2023 | 66.37% |
| September 30, 2023 | 66.37% |
| August 31, 2023 | 66.37% |
| July 31, 2023 | 66.37% |
| June 30, 2023 | 66.37% |
| May 31, 2023 | 66.37% |
| April 30, 2023 | 66.37% |
| March 31, 2023 | 66.37% |
| February 28, 2023 | 66.37% |
| January 31, 2023 | 66.37% |
| December 31, 2022 | 72.34% |
| November 30, 2022 | 77.59% |
| October 31, 2022 | 77.59% |
| September 30, 2022 | 79.38% |
| August 31, 2022 | 80.00% |
| July 31, 2022 | 80.00% |
| June 30, 2022 | 80.00% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Invent Ventures, Inc. | 99.67% |
| Aether Holdings, Inc. | -- |
| Wealthfront Corp. | -- |
| FactSet Research Systems, Inc. | 61.13% |
| Value Line, Inc. | 67.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.04 |
| Beta (5Y) | -0.0123 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.45% |
| Historical Sharpe Ratio (5Y) | -0.2337 |
| Historical Sortino (5Y) | -0.4803 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.26% |