Quarterhill, Inc. (QTRH.TO)
2.59
-0.05
(-1.89%)
CAD |
TSX |
Aug 28, 16:00
Quarterhill Max Drawdown (5Y) : 69.25% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 69.25% |
| June 30, 2026 | 69.25% |
| May 31, 2026 | 69.25% |
| April 30, 2026 | 69.25% |
| March 31, 2026 | 69.25% |
| February 28, 2026 | 69.25% |
| January 31, 2026 | 69.25% |
| December 31, 2025 | 69.25% |
| November 30, 2025 | 68.55% |
| October 31, 2025 | 64.06% |
| September 30, 2025 | 63.72% |
| August 31, 2025 | 63.37% |
| July 31, 2025 | 59.57% |
| June 30, 2025 | 59.57% |
| May 31, 2025 | 59.57% |
| April 30, 2025 | 59.57% |
| March 31, 2025 | 59.57% |
| February 28, 2025 | 61.24% |
| January 31, 2025 | 61.24% |
| December 31, 2024 | 61.24% |
| November 30, 2024 | 61.24% |
| October 31, 2024 | 61.24% |
| September 30, 2024 | 61.24% |
| August 31, 2024 | 61.24% |
| July 31, 2024 | 61.24% |
| Date | Value |
|---|---|
| June 30, 2024 | 61.24% |
| May 31, 2024 | 61.43% |
| April 30, 2024 | 61.43% |
| March 31, 2024 | 61.43% |
| February 29, 2024 | 62.57% |
| January 31, 2024 | 65.34% |
| December 31, 2023 | 67.00% |
| November 30, 2023 | 67.28% |
| October 31, 2023 | 67.28% |
| September 30, 2023 | 67.28% |
| August 31, 2023 | 67.28% |
| July 31, 2023 | 67.28% |
| June 30, 2023 | 67.28% |
| May 31, 2023 | 67.28% |
| April 30, 2023 | 67.28% |
| March 31, 2023 | 67.28% |
| February 28, 2023 | 67.28% |
| January 31, 2023 | 67.28% |
| December 31, 2022 | 67.28% |
| November 30, 2022 | 67.28% |
| October 31, 2022 | 67.28% |
| September 30, 2022 | 67.28% |
| August 31, 2022 | 67.28% |
| July 31, 2022 | 67.28% |
| June 30, 2022 | 67.28% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Total Telcom, Inc. | 83.96% |
| Evertz Technologies Ltd. | 33.76% |
| Vecima Networks, Inc. | 62.31% |
| Edgewater Wireless Systems, Inc. | 94.30% |
| C-COM Satellite Systems, Inc. | 82.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.921 |
| Beta (5Y) | 0.8459 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.00% |
| Historical Sharpe Ratio (5Y) | 0.0124 |
| Historical Sortino (5Y) | 0.0281 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.47% |