Quarterhill Inc (QTRHF)
1.23
-0.06
(-4.65%)
USD |
OTCM |
May 21, 14:47
Quarterhill Max Drawdown (5Y): 66.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.63% |
| March 31, 2024 | 68.40% |
| February 29, 2024 | 68.40% |
| January 31, 2024 | 68.40% |
| December 31, 2023 | 69.54% |
| November 30, 2023 | 71.30% |
| October 31, 2023 | 73.02% |
| September 30, 2023 | 73.88% |
| August 31, 2023 | 73.88% |
| July 31, 2023 | 73.88% |
| June 30, 2023 | 73.88% |
| May 31, 2023 | 73.88% |
| April 30, 2023 | 73.88% |
| March 31, 2023 | 73.88% |
| February 28, 2023 | 73.88% |
| January 31, 2023 | 73.88% |
| December 31, 2022 | 73.88% |
| November 30, 2022 | 73.88% |
| October 31, 2022 | 73.88% |
| September 30, 2022 | 73.88% |
| August 31, 2022 | 73.88% |
| July 31, 2022 | 73.88% |
| June 30, 2022 | 73.88% |
| May 31, 2022 | 73.88% |
| April 30, 2022 | 73.88% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.88% |
| February 28, 2022 | 73.88% |
| January 31, 2022 | 73.88% |
| December 31, 2021 | 73.88% |
| November 30, 2021 | 73.88% |
| October 31, 2021 | 73.88% |
| September 30, 2021 | 73.88% |
| August 31, 2021 | 73.96% |
| July 31, 2021 | 73.96% |
| June 30, 2021 | 73.96% |
| May 31, 2021 | 74.22% |
| April 30, 2021 | 74.22% |
| March 31, 2021 | 74.22% |
| February 28, 2021 | 74.22% |
| January 31, 2021 | 74.22% |
| December 31, 2020 | 77.36% |
| November 30, 2020 | 86.56% |
| October 31, 2020 | 88.26% |
| September 30, 2020 | 88.26% |
| August 31, 2020 | 88.26% |
| July 31, 2020 | 88.26% |
| June 30, 2020 | 88.26% |
| May 31, 2020 | 88.26% |
| April 30, 2020 | 88.26% |
| March 31, 2020 | 88.26% |
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
66.63%
Minimum
Apr 2024
88.26%
Maximum
May 2019
77.97%
Average
73.88%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Siyata Mobile Inc | 99.99% |
| Adtran Holdings Inc | 82.00% |
| Cisco Systems Inc | 41.97% |
| Aviat Networks Inc | 68.58% |
| Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.891 |
| Beta (5Y) | 0.8193 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.73% |
| Historical Sharpe Ratio (5Y) | 0.0776 |
| Historical Sortino (5Y) | 0.1467 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.25% |