Quantum Corp (QMCO)

45.52 +9.49 (+26.34%) USD  |  NASDAQ  |  Dec 20, 16:00
44.61 -0.91 (-2.00%) After-Hours: 20:00
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Quantum Max Drawdown (5Y): 98.67% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Pure Storage Inc 69.43%
IonQ Inc --
Rigetti Computing Inc --
NetApp Inc 58.08%
Western Digital Corp 70.53%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -81.79
Beta (5Y) 3.580
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 102.8%
Historical Sharpe Ratio (5Y) -0.3306
Historical Sortino (5Y) -0.6706
Monthly Value at Risk (VaR) 5% (5Y Lookback) 43.11%