QS Energy Inc (QSEP)
0.05
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
QS Energy Max Drawdown (5Y): 96.05% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
August 31, 2022 | 96.05% |
July 31, 2022 | 96.05% |
June 30, 2022 | 96.05% |
May 31, 2022 | 96.05% |
Date | Value |
---|---|
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% |
July 31, 2020 | 97.62% |
June 30, 2020 | 97.62% |
May 31, 2020 | 97.62% |
April 30, 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
Jun 2019
96.84%
Average
97.09%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Adams Resources & Energy Inc | 65.68% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Enservco Corp | 98.32% |
Empire Petroleum Corp | 82.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.78 |
Beta (5Y) | -0.0176 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 158.1% |
Historical Sharpe Ratio (5Y) | -0.2089 |
Historical Sortino (5Y) | -0.7001 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.85% |