Qantas Airways Ltd (QUBSF)
4.00
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Qantas Airways Max Drawdown (5Y): 71.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.99% |
March 31, 2024 | 71.99% |
February 29, 2024 | 71.99% |
January 31, 2024 | 71.99% |
December 31, 2023 | 71.99% |
November 30, 2023 | 71.99% |
October 31, 2023 | 71.99% |
September 30, 2023 | 71.99% |
August 31, 2023 | 71.99% |
July 31, 2023 | 71.99% |
June 30, 2023 | 71.99% |
May 31, 2023 | 71.99% |
April 30, 2023 | 71.99% |
March 31, 2023 | 71.99% |
February 28, 2023 | 71.99% |
January 31, 2023 | 71.99% |
December 31, 2022 | 71.99% |
November 30, 2022 | 71.99% |
October 31, 2022 | 71.99% |
September 30, 2022 | 71.99% |
August 31, 2022 | 71.99% |
July 31, 2022 | 71.99% |
June 30, 2022 | 71.99% |
May 31, 2022 | 71.99% |
April 30, 2022 | 71.99% |
Date | Value |
---|---|
March 31, 2022 | 71.99% |
February 28, 2022 | 71.99% |
January 31, 2022 | 71.99% |
December 31, 2021 | 71.99% |
November 30, 2021 | 71.99% |
October 31, 2021 | 71.99% |
September 30, 2021 | 71.99% |
August 31, 2021 | 71.99% |
July 31, 2021 | 71.99% |
June 30, 2021 | 71.99% |
May 31, 2021 | 71.99% |
April 30, 2021 | 71.99% |
March 31, 2021 | 71.99% |
February 28, 2021 | 71.99% |
January 31, 2021 | 71.99% |
December 31, 2020 | 71.99% |
November 30, 2020 | 71.99% |
October 31, 2020 | 71.99% |
September 30, 2020 | 71.99% |
August 31, 2020 | 71.99% |
July 31, 2020 | 71.99% |
June 30, 2020 | 71.99% |
May 31, 2020 | 71.99% |
April 30, 2020 | 71.99% |
March 31, 2020 | 71.99% |
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
38.79%
Minimum
Oct 2019
71.99%
Maximum
Mar 2020
67.91%
Average
71.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Victor Mining Industry Group Inc | 97.93% |
Brambles Ltd | 42.99% |
Austal Ltd | 62.20% |
Globavend Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.18 |
Beta (5Y) | 1.169 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.95% |
Historical Sharpe Ratio (5Y) | -0.0904 |
Historical Sortino (5Y) | -0.1134 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.68% |