Q2 Holdings Inc (QTWO)
105.38
+0.43
(+0.41%)
USD |
NYSE |
Nov 22, 11:20
Q2 Holdings Max Drawdown (5Y): 85.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.77% |
| September 30, 2024 | 85.77% |
| August 31, 2024 | 85.77% |
| July 31, 2024 | 85.77% |
| June 30, 2024 | 85.77% |
| May 31, 2024 | 85.77% |
| April 30, 2024 | 85.77% |
| March 31, 2024 | 85.77% |
| February 29, 2024 | 85.77% |
| January 31, 2024 | 85.77% |
| December 31, 2023 | 85.77% |
| November 30, 2023 | 85.77% |
| October 31, 2023 | 85.77% |
| September 30, 2023 | 85.77% |
| August 31, 2023 | 85.77% |
| July 31, 2023 | 85.77% |
| June 30, 2023 | 85.77% |
| May 31, 2023 | 85.77% |
| April 30, 2023 | 85.77% |
| March 31, 2023 | 85.77% |
| February 28, 2023 | 83.39% |
| January 31, 2023 | 83.39% |
| December 31, 2022 | 83.39% |
| November 30, 2022 | 83.39% |
| October 31, 2022 | 81.46% |
| Date | Value |
|---|---|
| September 30, 2022 | 78.47% |
| August 31, 2022 | 76.31% |
| July 31, 2022 | 76.31% |
| June 30, 2022 | 76.31% |
| May 31, 2022 | 72.75% |
| April 30, 2022 | 64.87% |
| March 31, 2022 | 64.87% |
| February 28, 2022 | 60.90% |
| January 31, 2022 | 60.90% |
| December 31, 2021 | 50.95% |
| November 30, 2021 | 49.69% |
| October 31, 2021 | 49.69% |
| September 30, 2021 | 46.33% |
| August 31, 2021 | 46.33% |
| July 31, 2021 | 45.23% |
| June 30, 2021 | 45.23% |
| May 31, 2021 | 45.23% |
| April 30, 2021 | 45.23% |
| March 31, 2021 | 45.23% |
| February 28, 2021 | 45.23% |
| January 31, 2021 | 45.23% |
| December 31, 2020 | 45.23% |
| November 30, 2020 | 45.23% |
| October 31, 2020 | 45.23% |
| September 30, 2020 | 45.23% |
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
43.85%
Minimum
Nov 2019
85.77%
Maximum
Mar 2023
65.82%
Average
68.81%
Median
Max Drawdown (5Y) Benchmarks
| PTC Inc | 54.37% |
| Ansys Inc | 51.28% |
| DocuSign Inc | -- |
| Datadog Inc | -- |
| Ncino Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.33 |
| Beta (5Y) | 1.581 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.32% |
| Historical Sharpe Ratio (5Y) | 0.0232 |
| Historical Sortino (5Y) | 0.0343 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.34% |