Qurate Retail Inc (QRTEA)
0.3995
+0.03
(+8.56%)
USD |
NASDAQ |
Nov 22, 16:00
0.4006
0.00 (0.00%)
After-Hours: 20:00
Qurate Retail Max Drawdown (5Y): 97.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.37% |
| September 30, 2024 | 97.37% |
| August 31, 2024 | 97.37% |
| July 31, 2024 | 97.37% |
| June 30, 2024 | 97.37% |
| May 31, 2024 | 97.37% |
| April 30, 2024 | 97.37% |
| March 31, 2024 | 97.37% |
| February 29, 2024 | 97.37% |
| January 31, 2024 | 97.37% |
| December 31, 2023 | 97.37% |
| November 30, 2023 | 97.37% |
| October 31, 2023 | 97.24% |
| September 30, 2023 | 96.38% |
| 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 | 94.70% |
| February 28, 2023 | 91.84% |
| January 31, 2023 | 91.84% |
| December 31, 2022 | 91.84% |
| November 30, 2022 | 90.83% |
| October 31, 2022 | 88.88% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
70.73%
Minimum
Nov 2019
97.37%
Maximum
Nov 2023
89.52%
Average
86.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Flanigan'S Enterprises Inc | 71.80% |
| DSS Inc | 99.83% |
| Envela Corp | 61.53% |
| Hyliion Holdings Corp | -- |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -75.03 |
| Beta (5Y) | 2.673 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.07% |
| Historical Sharpe Ratio (5Y) | -0.4879 |
| Historical Sortino (5Y) | -0.9468 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.21% |