Quisitive Technology Solutions Inc (QUIS.V)
0.36
+0.01
(+2.86%)
CAD |
TSXV |
Nov 22, 15:59
Quisitive Technology Solutions Max Drawdown (5Y): 87.56% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 87.56% |
| August 31, 2024 | 87.56% |
| July 31, 2024 | 87.56% |
| June 30, 2024 | 87.56% |
| May 31, 2024 | 87.56% |
| April 30, 2024 | 87.56% |
| March 31, 2024 | 87.56% |
| February 29, 2024 | 87.56% |
| January 31, 2024 | 87.56% |
| December 31, 2023 | 87.56% |
| November 30, 2023 | 87.06% |
| October 31, 2023 | 87.06% |
| September 30, 2023 | 87.06% |
| August 31, 2023 | 87.06% |
| July 31, 2023 | 84.26% |
| June 30, 2023 | 83.25% |
| May 31, 2023 | 78.68% |
| April 30, 2023 | 78.43% |
| March 31, 2023 | 75.63% |
| February 28, 2023 | 75.63% |
| January 31, 2023 | 75.63% |
| December 31, 2022 | 75.63% |
| November 30, 2022 | 75.63% |
| October 31, 2022 | 74.62% |
| September 30, 2022 | 74.62% |
| Date | Value |
|---|---|
| August 31, 2022 | 74.29% |
| July 31, 2022 | 74.29% |
| June 30, 2022 | 74.29% |
| May 31, 2022 | 74.29% |
| April 30, 2022 | 74.29% |
| March 31, 2022 | 74.29% |
| February 28, 2022 | 74.29% |
| January 31, 2022 | 74.29% |
| December 31, 2021 | 74.29% |
| November 30, 2021 | 74.29% |
| October 31, 2021 | 74.29% |
| September 30, 2021 | 74.29% |
| August 31, 2021 | 74.29% |
| July 31, 2021 | 74.29% |
| June 30, 2021 | 74.29% |
| May 31, 2021 | 74.29% |
| April 30, 2021 | 74.29% |
| March 31, 2021 | 74.29% |
| February 28, 2021 | 74.29% |
| January 31, 2021 | 74.29% |
| December 31, 2020 | 74.29% |
| November 30, 2020 | 74.29% |
| October 31, 2020 | 74.29% |
| September 30, 2020 | 74.29% |
| August 31, 2020 | 74.29% |
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
74.29%
Minimum
Nov 2019
87.56%
Maximum
Dec 2023
77.99%
Average
74.29%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| EarthLabs Inc | 89.80% |
| XTM Inc | -- |
| DataMetrex AI Ltd | 97.87% |
| Voxtur Analytics Corp | 95.55% |
| Nerds On Site Inc | 90.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.35 |
| Beta (5Y) | 1.237 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.51% |
| Historical Sharpe Ratio (5Y) | 0.2461 |
| Historical Sortino (5Y) | 0.6769 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.42% |