BIGG Digital Assets Inc (BBKCF)
0.1256
-0.01
(-8.40%)
USD |
OTCM |
May 31, 16:00
BIGG Digital Assets Max Drawdown (5Y): 98.38% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 98.38% |
April 30, 2024 | 98.38% |
March 31, 2024 | 98.38% |
February 29, 2024 | 98.38% |
January 31, 2024 | 98.38% |
December 31, 2023 | 98.38% |
November 30, 2023 | 98.38% |
October 31, 2023 | 98.38% |
September 30, 2023 | 98.38% |
August 31, 2023 | 98.38% |
July 31, 2023 | 98.38% |
June 30, 2023 | 98.38% |
May 31, 2023 | 98.38% |
April 30, 2023 | 98.38% |
March 31, 2023 | 98.38% |
February 28, 2023 | 98.38% |
January 31, 2023 | 98.38% |
December 31, 2022 | 98.38% |
November 30, 2022 | 98.38% |
October 31, 2022 | 98.38% |
September 30, 2022 | 98.38% |
August 31, 2022 | 98.38% |
July 31, 2022 | 98.38% |
June 30, 2022 | 98.38% |
May 31, 2022 | 98.38% |
Date | Value |
---|---|
April 30, 2022 | 98.38% |
March 31, 2022 | 98.38% |
February 28, 2022 | 98.38% |
January 31, 2022 | 98.38% |
December 31, 2021 | 98.38% |
November 30, 2021 | 98.38% |
October 31, 2021 | 98.38% |
September 30, 2021 | 98.38% |
August 31, 2021 | 98.38% |
July 31, 2021 | 98.38% |
June 30, 2021 | 98.38% |
May 31, 2021 | 98.38% |
April 30, 2021 | 98.38% |
March 31, 2021 | 98.38% |
February 28, 2021 | 98.38% |
January 31, 2021 | 98.38% |
December 31, 2020 | 98.38% |
November 30, 2020 | 98.38% |
October 31, 2020 | 98.38% |
September 30, 2020 | 98.38% |
August 31, 2020 | 98.38% |
July 31, 2020 | 98.38% |
June 30, 2020 | 98.38% |
May 31, 2020 | 98.38% |
April 30, 2020 | 98.38% |
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
96.81%
Minimum
Jun 2019
98.38%
Maximum
Dec 2019
98.28%
Average
98.38%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
Ares Capital Corp | 56.84% |
Capital Southwest Corp | 61.24% |
Rand Capital Corp | 56.29% |
Cohen & Co Inc | 89.93% |
Pineapple Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.41 |
Beta (5Y) | 2.465 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 139.7% |
Historical Sharpe Ratio (5Y) | 0.0527 |
Historical Sortino (5Y) | 0.1588 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.60% |