Quad/Graphics Inc (QUAD)
7.01
+0.22
(+3.24%)
USD |
NYSE |
Nov 22, 16:00
7.00
-0.01
(-0.14%)
After-Hours: 20:00
Quad/Graphics Max Drawdown (5Y): 91.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.71% |
| September 30, 2024 | 91.71% |
| August 31, 2024 | 91.71% |
| July 31, 2024 | 91.71% |
| June 30, 2024 | 91.71% |
| May 31, 2024 | 91.71% |
| April 30, 2024 | 91.71% |
| March 31, 2024 | 91.71% |
| February 29, 2024 | 91.71% |
| January 31, 2024 | 91.71% |
| December 31, 2023 | 91.71% |
| November 30, 2023 | 91.71% |
| October 31, 2023 | 91.71% |
| September 30, 2023 | 91.71% |
| August 31, 2023 | 91.71% |
| July 31, 2023 | 91.71% |
| June 30, 2023 | 91.71% |
| May 31, 2023 | 91.71% |
| April 30, 2023 | 91.71% |
| March 31, 2023 | 91.71% |
| February 28, 2023 | 91.71% |
| January 31, 2023 | 91.71% |
| December 31, 2022 | 91.71% |
| November 30, 2022 | 91.71% |
| October 31, 2022 | 91.71% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.71% |
| August 31, 2022 | 91.71% |
| July 31, 2022 | 91.71% |
| June 30, 2022 | 91.71% |
| May 31, 2022 | 91.71% |
| April 30, 2022 | 91.71% |
| March 31, 2022 | 91.71% |
| February 28, 2022 | 91.71% |
| January 31, 2022 | 91.71% |
| December 31, 2021 | 91.71% |
| November 30, 2021 | 91.71% |
| October 31, 2021 | 91.71% |
| September 30, 2021 | 91.71% |
| August 31, 2021 | 91.71% |
| July 31, 2021 | 91.71% |
| June 30, 2021 | 91.71% |
| May 31, 2021 | 91.71% |
| April 30, 2021 | 91.71% |
| March 31, 2021 | 91.71% |
| February 28, 2021 | 91.71% |
| January 31, 2021 | 91.71% |
| December 31, 2020 | 91.71% |
| November 30, 2020 | 91.71% |
| October 31, 2020 | 91.71% |
| September 30, 2020 | 91.71% |
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
85.77%
Minimum
Nov 2019
91.71%
Maximum
Apr 2020
91.28%
Average
91.71%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Crane Co | -- |
| Deere & Co | 37.91% |
| Flowserve Corp | 64.82% |
| Rockwell Automation Inc | 45.09% |
| Stanley Black & Decker Inc | 66.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.54 |
| Beta (5Y) | 1.569 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.93% |
| Historical Sharpe Ratio (5Y) | 0.0975 |
| Historical Sortino (5Y) | 0.1756 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.20% |