Quantum Corp (QMCO)
4.01
+0.99
(+32.78%)
USD |
NASDAQ |
Nov 21, 16:00
3.82
-0.19
(-4.74%)
After-Hours: 20:00
Quantum Max Drawdown (5Y): 98.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 98.67% |
September 30, 2024 | 98.67% |
August 31, 2024 | 98.37% |
July 31, 2024 | 97.43% |
June 30, 2024 | 97.43% |
May 31, 2024 | 97.43% |
April 30, 2024 | 97.43% |
March 31, 2024 | 97.43% |
February 29, 2024 | 97.43% |
January 31, 2024 | 97.43% |
December 31, 2023 | 97.43% |
November 30, 2023 | 96.94% |
October 31, 2023 | 95.29% |
September 30, 2023 | 93.79% |
August 31, 2023 | 93.79% |
July 31, 2023 | 93.09% |
June 30, 2023 | 93.09% |
May 31, 2023 | 93.09% |
April 30, 2023 | 93.09% |
March 31, 2023 | 93.09% |
February 28, 2023 | 93.09% |
January 31, 2023 | 93.09% |
December 31, 2022 | 93.09% |
November 30, 2022 | 93.09% |
October 31, 2022 | 93.09% |
Date | Value |
---|---|
September 30, 2022 | 93.09% |
August 31, 2022 | 93.09% |
July 31, 2022 | 93.09% |
June 30, 2022 | 93.09% |
May 31, 2022 | 93.09% |
April 30, 2022 | 93.09% |
March 31, 2022 | 93.09% |
February 28, 2022 | 93.09% |
January 31, 2022 | 93.09% |
December 31, 2021 | 93.09% |
November 30, 2021 | 93.09% |
October 31, 2021 | 93.09% |
September 30, 2021 | 93.09% |
August 31, 2021 | 93.09% |
July 31, 2021 | 93.09% |
June 30, 2021 | 93.09% |
May 31, 2021 | 93.09% |
April 30, 2021 | 93.09% |
March 31, 2021 | 93.09% |
February 28, 2021 | 93.09% |
January 31, 2021 | 93.09% |
December 31, 2020 | 93.09% |
November 30, 2020 | 93.09% |
October 31, 2020 | 93.09% |
September 30, 2020 | 93.09% |
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
93.09%
Minimum
Nov 2019
98.67%
Maximum
Sep 2024
94.07%
Average
93.09%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
NetApp Inc | 58.08% |
Western Digital Corp | 70.53% |
Pure Storage Inc | 69.43% |
Everspin Technologies Inc | 91.28% |
IonQ Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -86.56 |
Beta (5Y) | 2.750 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.07% |
Historical Sharpe Ratio (5Y) | -0.6073 |
Historical Sortino (5Y) | -1.005 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.11% |