Quad/Graphics Inc (QUAD)
4.66
+0.13
(+2.87%)
USD |
NYSE |
May 02, 16:00
4.655
0.00 (0.00%)
Pre-Market: 20:00
Quad/Graphics Max Drawdown (5Y): 91.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 91.71% |
July 31, 2020 | 91.71% |
June 30, 2020 | 91.71% |
May 31, 2020 | 91.71% |
April 30, 2020 | 91.71% |
March 31, 2020 | 90.00% |
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
75.09%
Minimum
May 2019
91.71%
Maximum
Apr 2020
89.76%
Average
91.71%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Astronics Corp | 87.10% |
Flowserve Corp | 64.82% |
John Bean Technologies Corp | 52.39% |
Enovix Corp | -- |
Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.29 |
Beta (5Y) | 1.649 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.05% |
Historical Sharpe Ratio (5Y) | -0.2419 |
Historical Sortino (5Y) | -0.3806 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.77% |