Qurate Retail Inc (QRTEA)
0.9533
+0.02
(+2.51%)
USD |
NASDAQ |
May 06, 14:53
Qurate Retail Max Drawdown (5Y): 97.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.06% |
| March 31, 2024 | 97.06% |
| February 29, 2024 | 97.06% |
| January 31, 2024 | 97.06% |
| December 31, 2023 | 97.06% |
| November 30, 2023 | 97.06% |
| October 31, 2023 | 96.91% |
| September 30, 2023 | 96.10% |
| August 31, 2023 | 95.42% |
| July 31, 2023 | 95.42% |
| June 30, 2023 | 95.42% |
| May 31, 2023 | 95.42% |
| April 30, 2023 | 95.42% |
| March 31, 2023 | 94.45% |
| February 28, 2023 | 91.57% |
| January 31, 2023 | 91.57% |
| December 31, 2022 | 91.57% |
| November 30, 2022 | 90.83% |
| October 31, 2022 | 88.88% |
| September 30, 2022 | 88.77% |
| August 31, 2022 | 88.26% |
| July 31, 2022 | 88.26% |
| June 30, 2022 | 86.30% |
| May 31, 2022 | 86.30% |
| April 30, 2022 | 86.30% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.30% |
| February 28, 2022 | 86.30% |
| January 31, 2022 | 86.30% |
| December 31, 2021 | 86.30% |
| November 30, 2021 | 86.30% |
| October 31, 2021 | 86.30% |
| September 30, 2021 | 86.30% |
| August 31, 2021 | 86.30% |
| July 31, 2021 | 86.30% |
| June 30, 2021 | 86.30% |
| May 31, 2021 | 86.30% |
| April 30, 2021 | 86.30% |
| March 31, 2021 | 86.30% |
| February 28, 2021 | 86.30% |
| January 31, 2021 | 86.30% |
| December 31, 2020 | 86.30% |
| November 30, 2020 | 86.30% |
| October 31, 2020 | 86.30% |
| September 30, 2020 | 86.30% |
| August 31, 2020 | 86.30% |
| July 31, 2020 | 86.30% |
| June 30, 2020 | 86.30% |
| May 31, 2020 | 86.30% |
| April 30, 2020 | 86.30% |
| March 31, 2020 | 86.30% |
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
60.99%
Minimum
May 2019
97.06%
Maximum
Nov 2023
86.15%
Average
86.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| eBay Inc | 53.57% |
| Xcel Brands Inc | 95.63% |
| The RealReal Inc | -- |
| Lucid Group Inc | -- |
| Rivian Automotive Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -72.59 |
| Beta (5Y) | 2.740 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.08% |
| Historical Sharpe Ratio (5Y) | -0.5123 |
| Historical Sortino (5Y) | -0.9827 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.12% |