Quantum Corp (QMCO)
0.45
0.00 (0.00%)
USD |
NASDAQ |
Apr 30, 11:15
Quantum Max Drawdown (5Y): 97.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 93.09% |
| July 31, 2020 | 93.09% |
| June 30, 2020 | 93.09% |
| May 31, 2020 | 93.09% |
| April 30, 2020 | 93.09% |
| March 31, 2020 | 93.09% |
| February 29, 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
Apr 2019
97.43%
Maximum
Dec 2023
93.51%
Average
93.09%
Median
Apr 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) | -59.44 |
| Beta (5Y) | 2.546 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.56% |
| Historical Sharpe Ratio (5Y) | -0.2993 |
| Historical Sortino (5Y) | -0.5534 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.74% |