Quest Resource Holding Corp (QRHC)
7.05
+0.11
(+1.58%)
USD |
NASDAQ |
Nov 21, 16:00
7.05
0.00 (0.00%)
After-Hours: 20:00
Quest Resource Max Drawdown (5Y): 88.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.33% |
| September 30, 2024 | 88.33% |
| August 31, 2024 | 88.33% |
| July 31, 2024 | 88.33% |
| June 30, 2024 | 88.33% |
| May 31, 2024 | 88.33% |
| April 30, 2024 | 92.16% |
| March 31, 2024 | 92.77% |
| February 29, 2024 | 95.04% |
| January 31, 2024 | 96.49% |
| December 31, 2023 | 96.91% |
| November 30, 2023 | 96.96% |
| October 31, 2023 | 97.13% |
| September 30, 2023 | 97.37% |
| August 31, 2023 | 97.37% |
| July 31, 2023 | 97.37% |
| June 30, 2023 | 97.37% |
| May 31, 2023 | 97.37% |
| April 30, 2023 | 97.37% |
| March 31, 2023 | 97.37% |
| February 28, 2023 | 97.37% |
| January 31, 2023 | 97.37% |
| December 31, 2022 | 97.37% |
| November 30, 2022 | 97.37% |
| October 31, 2022 | 97.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.37% |
| August 31, 2022 | 97.60% |
| July 31, 2022 | 97.60% |
| June 30, 2022 | 97.69% |
| May 31, 2022 | 97.69% |
| April 30, 2022 | 97.69% |
| March 31, 2022 | 97.69% |
| February 28, 2022 | 97.69% |
| January 31, 2022 | 97.69% |
| December 31, 2021 | 97.69% |
| November 30, 2021 | 97.69% |
| October 31, 2021 | 97.69% |
| September 30, 2021 | 97.69% |
| August 31, 2021 | 97.69% |
| July 31, 2021 | 97.69% |
| June 30, 2021 | 97.69% |
| May 31, 2021 | 97.69% |
| April 30, 2021 | 97.69% |
| March 31, 2021 | 97.69% |
| February 28, 2021 | 97.69% |
| January 31, 2021 | 97.69% |
| December 31, 2020 | 97.69% |
| November 30, 2020 | 97.69% |
| October 31, 2020 | 97.69% |
| September 30, 2020 | 97.69% |
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
88.33%
Minimum
May 2024
97.69%
Maximum
Nov 2019
96.41%
Average
97.69%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Clean Harbors Inc | 64.51% |
| Waste Management Inc | 30.06% |
| Global Ecology Corp | 99.97% |
| Strategic Environmental & Energy Resources Inc | 94.03% |
| Casella Waste Systems Inc | 34.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.01 |
| Beta (5Y) | 0.6607 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.74% |
| Historical Sharpe Ratio (5Y) | 0.379 |
| Historical Sortino (5Y) | 0.8164 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.60% |