Bit Brother Ltd (BETSF)
0.761
-0.05
(-6.05%)
USD |
OTCM |
May 07, 15:27
Bit Brother Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 99.99% |
| October 31, 2023 | 99.99% |
| September 30, 2023 | 99.87% |
| August 31, 2023 | 99.87% |
| July 31, 2023 | 99.87% |
| June 30, 2023 | 99.87% |
| May 31, 2023 | 99.80% |
| April 30, 2023 | 99.80% |
| March 31, 2023 | 99.77% |
| February 28, 2023 | 99.63% |
| January 31, 2023 | 99.55% |
| December 31, 2022 | 99.55% |
| November 30, 2022 | 99.55% |
| October 31, 2022 | 99.55% |
| September 30, 2022 | 99.50% |
| August 31, 2022 | 99.27% |
| July 31, 2022 | 99.04% |
| June 30, 2022 | 99.04% |
| May 31, 2022 | 99.04% |
| April 30, 2022 | 99.04% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.04% |
| February 28, 2022 | 99.04% |
| January 31, 2022 | 99.04% |
| December 31, 2021 | 99.04% |
| November 30, 2021 | 99.04% |
| October 31, 2021 | 99.04% |
| September 30, 2021 | 99.04% |
| August 31, 2021 | 99.04% |
| July 31, 2021 | 99.04% |
| June 30, 2021 | 99.04% |
| May 31, 2021 | 99.04% |
| April 30, 2021 | 99.04% |
| March 31, 2021 | 99.04% |
| February 28, 2021 | 99.04% |
| January 31, 2021 | 99.04% |
| December 31, 2020 | 99.04% |
| November 30, 2020 | 99.04% |
| October 31, 2020 | 99.04% |
| September 30, 2020 | 99.04% |
| August 31, 2020 | 99.04% |
| July 31, 2020 | 99.04% |
| June 30, 2020 | 99.04% |
| May 31, 2020 | 99.04% |
| April 30, 2020 | 99.04% |
| March 31, 2020 | 99.04% |
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
98.26%
Minimum
May 2019
100.00%
Maximum
Mar 2024
99.26%
Average
99.04%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| Yiren Digital Ltd | 98.51% |
| Lufax Holding Ltd | -- |
| Hywin Holdings Ltd | -- |
| Sentage Holdings Inc | -- |
| Top KingWin Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -98.44 |
| Beta (5Y) | 0.3756 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 178.8% |
| Historical Sharpe Ratio (5Y) | -0.5272 |
| Historical Sortino (5Y) | -1.117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 72.42% |