Quantum Computing Inc (QUBT)
1.17
+0.12
(+11.96%)
USD |
NASDAQ |
Nov 05, 16:00
1.16
-0.01
(-0.85%)
After-Hours: 19:16
Quantum Computing Max Drawdown (5Y): 97.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.53% |
| September 30, 2024 | 97.53% |
| August 31, 2024 | 97.53% |
| July 31, 2024 | 97.53% |
| June 30, 2024 | 97.04% |
| May 31, 2024 | 96.12% |
| April 30, 2024 | 96.12% |
| March 31, 2024 | 96.12% |
| February 29, 2024 | 96.12% |
| January 31, 2024 | 96.12% |
| December 31, 2023 | 96.12% |
| November 30, 2023 | 96.12% |
| October 31, 2023 | 96.12% |
| September 30, 2023 | 96.12% |
| August 31, 2023 | 96.12% |
| July 31, 2023 | 96.12% |
| June 30, 2023 | 96.12% |
| May 31, 2023 | 96.12% |
| April 30, 2023 | 98.67% |
| March 31, 2023 | 98.67% |
| February 28, 2023 | 98.67% |
| January 31, 2023 | 98.67% |
| December 31, 2022 | 98.67% |
| November 30, 2022 | 98.67% |
| October 31, 2022 | 98.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.67% |
| August 31, 2022 | 98.67% |
| July 31, 2022 | 98.67% |
| June 30, 2022 | 98.67% |
| May 31, 2022 | 98.67% |
| April 30, 2022 | 98.67% |
| March 31, 2022 | 98.67% |
| February 28, 2022 | 98.67% |
| January 31, 2022 | 98.67% |
| December 31, 2021 | 98.67% |
| November 30, 2021 | 98.75% |
| October 31, 2021 | 98.75% |
| September 30, 2021 | 98.75% |
| August 31, 2021 | 98.75% |
| July 31, 2021 | 98.75% |
| June 30, 2021 | 98.75% |
| May 31, 2021 | 98.75% |
| April 30, 2021 | 98.75% |
| March 31, 2021 | 98.75% |
| February 28, 2021 | 99.00% |
| January 31, 2021 | 99.00% |
| December 31, 2020 | 99.25% |
| November 30, 2020 | 99.50% |
| October 31, 2020 | 99.58% |
| September 30, 2020 | 99.58% |
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
96.12%
Minimum
May 2023
99.76%
Maximum
Nov 2019
98.25%
Average
98.67%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Super Micro Computer Inc | 75.50% |
| Zebra Technologies Corp | 67.78% |
| AgEagle Aerial Systems Inc | 99.99% |
| Socket Mobile Inc | 95.52% |
| One Stop Systems Inc | 83.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.87 |
| Beta (5Y) | 1.637 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 136.6% |
| Historical Sharpe Ratio (5Y) | -0.1665 |
| Historical Sortino (5Y) | -0.5373 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.08% |