QS Energy Inc (QSEP)
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OTCM |
Nov 14, 13:38
QS Energy Max Drawdown (5Y): 96.05% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 96.05% |
| August 31, 2024 | 96.05% |
| July 31, 2024 | 96.05% |
| June 30, 2024 | 96.05% |
| May 31, 2024 | 96.05% |
| April 30, 2024 | 96.05% |
| March 31, 2024 | 96.05% |
| February 29, 2024 | 96.05% |
| January 31, 2024 | 96.05% |
| December 31, 2023 | 96.05% |
| November 30, 2023 | 96.05% |
| October 31, 2023 | 96.05% |
| September 30, 2023 | 96.05% |
| August 31, 2023 | 96.05% |
| July 31, 2023 | 96.05% |
| June 30, 2023 | 96.05% |
| May 31, 2023 | 96.05% |
| April 30, 2023 | 96.05% |
| March 31, 2023 | 96.05% |
| February 28, 2023 | 96.05% |
| January 31, 2023 | 96.05% |
| December 31, 2022 | 96.05% |
| November 30, 2022 | 96.05% |
| October 31, 2022 | 96.05% |
| September 30, 2022 | 96.05% |
| Date | Value |
|---|---|
| August 31, 2022 | 96.05% |
| July 31, 2022 | 96.05% |
| June 30, 2022 | 96.05% |
| May 31, 2022 | 96.05% |
| April 30, 2022 | 96.05% |
| March 31, 2022 | 96.05% |
| February 28, 2022 | 96.05% |
| January 31, 2022 | 96.05% |
| December 31, 2021 | 97.09% |
| November 30, 2021 | 97.09% |
| October 31, 2021 | 97.09% |
| September 30, 2021 | 97.62% |
| August 31, 2021 | 97.62% |
| July 31, 2021 | 97.62% |
| June 30, 2021 | 97.62% |
| May 31, 2021 | 97.62% |
| April 30, 2021 | 97.62% |
| March 31, 2021 | 97.62% |
| February 28, 2021 | 97.62% |
| January 31, 2021 | 97.62% |
| December 31, 2020 | 97.62% |
| November 30, 2020 | 97.62% |
| October 31, 2020 | 97.62% |
| September 30, 2020 | 97.62% |
| August 31, 2020 | 97.62% |
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
96.05%
Minimum
Jan 2022
97.62%
Maximum
Nov 2019
96.72%
Average
96.05%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Adams Resources & Energy Inc | 65.68% |
| Barnwell Industries Inc | 87.98% |
| CKX Lands Inc | 54.31% |
| US Energy Corp | 96.09% |
| Empire Petroleum Corp | 83.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.06 |
| Beta (5Y) | 0.0362 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 160.0% |
| Historical Sharpe Ratio (5Y) | -0.066 |
| Historical Sortino (5Y) | -0.2249 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.07% |