Galaxy Digital Holdings Ltd (BRPHF)
9.60
-0.30
(-3.03%)
USD |
OTCM |
May 08, 11:31
Galaxy Digital Holdings Max Drawdown (5Y): 97.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.85% |
March 31, 2024 | 97.85% |
February 29, 2024 | 97.85% |
January 31, 2024 | 97.85% |
December 31, 2023 | 97.85% |
November 30, 2023 | 97.85% |
October 31, 2023 | 97.85% |
September 30, 2023 | 97.85% |
August 31, 2023 | 97.85% |
July 31, 2023 | 97.85% |
June 30, 2023 | 97.85% |
May 31, 2023 | 97.85% |
April 30, 2023 | 97.85% |
March 31, 2023 | 97.85% |
February 28, 2023 | 97.85% |
January 31, 2023 | 97.85% |
December 31, 2022 | 97.85% |
November 30, 2022 | 97.85% |
October 31, 2022 | 97.85% |
September 30, 2022 | 97.85% |
August 31, 2022 | 97.85% |
July 31, 2022 | 97.85% |
June 30, 2022 | 97.85% |
May 31, 2022 | 97.85% |
April 30, 2022 | 97.85% |
Date | Value |
---|---|
March 31, 2022 | 97.85% |
February 28, 2022 | 97.85% |
January 31, 2022 | 97.85% |
December 31, 2021 | 97.85% |
November 30, 2021 | 97.85% |
October 31, 2021 | 97.85% |
September 30, 2021 | 97.85% |
August 31, 2021 | 97.85% |
July 31, 2021 | 97.85% |
June 30, 2021 | 97.85% |
May 31, 2021 | 97.85% |
April 30, 2021 | 97.85% |
March 31, 2021 | 97.85% |
February 28, 2021 | 97.85% |
January 31, 2021 | 97.85% |
December 31, 2020 | 97.85% |
November 30, 2020 | 97.85% |
October 31, 2020 | 97.85% |
September 30, 2020 | 97.85% |
August 31, 2020 | 97.85% |
July 31, 2020 | 97.85% |
June 30, 2020 | 97.85% |
May 31, 2020 | 97.85% |
April 30, 2020 | 97.85% |
March 31, 2020 | 97.85% |
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
96.60%
Minimum
May 2019
97.85%
Maximum
Mar 2020
97.64%
Average
97.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Riot Platforms Inc | 98.32% |
Stifel Financial Corp | 51.89% |
LPL Financial Holdings Inc | 60.33% |
OFS Capital Corp | 69.09% |
Trinity Capital Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.172 |
Beta (5Y) | 3.696 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.0% |
Historical Sharpe Ratio (5Y) | 0.3451 |
Historical Sortino (5Y) | 0.8852 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.01% |