Quest Water Global Inc (QWTR)
0.0349
+0.01
(+23.63%)
USD |
OTCM |
Nov 22, 16:00
Quest Water Global Max Drawdown (5Y): 95.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.70% |
| September 30, 2024 | 95.70% |
| August 31, 2024 | 95.70% |
| July 31, 2024 | 95.70% |
| June 30, 2024 | 95.70% |
| May 31, 2024 | 95.70% |
| April 30, 2024 | 95.70% |
| March 31, 2024 | 95.70% |
| February 29, 2024 | 95.70% |
| January 31, 2024 | 95.70% |
| December 31, 2023 | 95.70% |
| November 30, 2023 | 95.70% |
| October 31, 2023 | 95.70% |
| September 30, 2023 | 95.70% |
| August 31, 2023 | 95.96% |
| July 31, 2023 | 96.38% |
| June 30, 2023 | 97.65% |
| May 31, 2023 | 98.21% |
| April 30, 2023 | 98.21% |
| March 31, 2023 | 98.21% |
| February 28, 2023 | 98.21% |
| January 31, 2023 | 98.21% |
| December 31, 2022 | 98.21% |
| November 30, 2022 | 98.21% |
| October 31, 2022 | 99.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.21% |
| August 31, 2022 | 99.21% |
| July 31, 2022 | 99.21% |
| June 30, 2022 | 99.21% |
| May 31, 2022 | 99.21% |
| April 30, 2022 | 99.29% |
| March 31, 2022 | 99.38% |
| February 28, 2022 | 99.42% |
| January 31, 2022 | 99.42% |
| December 31, 2021 | 99.42% |
| November 30, 2021 | 99.42% |
| October 31, 2021 | 99.42% |
| September 30, 2021 | 99.42% |
| August 31, 2021 | 99.42% |
| July 31, 2021 | 99.42% |
| June 30, 2021 | 99.42% |
| May 31, 2021 | 99.42% |
| April 30, 2021 | 99.42% |
| March 31, 2021 | 99.42% |
| February 28, 2021 | 99.42% |
| January 31, 2021 | 99.42% |
| December 31, 2020 | 99.49% |
| November 30, 2020 | 99.68% |
| October 31, 2020 | 99.68% |
| September 30, 2020 | 99.68% |
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
95.70%
Minimum
Sep 2023
99.68%
Maximum
Nov 2019
98.31%
Average
99.25%
Median
Max Drawdown (5Y) Benchmarks
| Rainmaker Worldwide Inc | 100.0% |
| Clean Harbors Inc | 64.51% |
| Waste Management Inc | 30.06% |
| GFL Environmental Inc | -- |
| DevvStream Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.76 |
| Beta (5Y) | 0.0983 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 197.7% |
| Historical Sharpe Ratio (5Y) | -0.134 |
| Historical Sortino (5Y) | -0.4658 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |