Bitfarms Ltd (BITF.TO)
2.97
-0.22
(-6.90%)
CAD |
TSX |
Nov 14, 16:00
Bitfarms Max Drawdown (5Y): 95.19% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 95.19% |
| August 31, 2024 | 95.19% |
| July 31, 2024 | 95.19% |
| June 30, 2024 | 95.19% |
| May 31, 2024 | 95.19% |
| April 30, 2024 | 95.19% |
| March 31, 2024 | 95.19% |
| February 29, 2024 | 95.19% |
| January 31, 2024 | 95.19% |
| December 31, 2023 | 95.19% |
| November 30, 2023 | 95.19% |
| October 31, 2023 | 95.19% |
| September 30, 2023 | 95.19% |
| August 31, 2023 | 95.19% |
| July 31, 2023 | 95.19% |
| June 30, 2023 | 95.19% |
| May 31, 2023 | 95.19% |
| April 30, 2023 | 95.19% |
| March 31, 2023 | 95.19% |
| February 28, 2023 | 95.19% |
| January 31, 2023 | 95.19% |
| December 31, 2022 | 95.19% |
| November 30, 2022 | 93.11% |
| October 31, 2022 | 92.08% |
| September 30, 2022 | 92.08% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.08% |
| July 31, 2022 | 92.08% |
| June 30, 2022 | 92.08% |
| May 31, 2022 | 92.08% |
| April 30, 2022 | 92.08% |
| March 31, 2022 | 92.08% |
| February 28, 2022 | 92.08% |
| January 31, 2022 | 92.08% |
| December 31, 2021 | 92.08% |
| November 30, 2021 | 92.08% |
| October 31, 2021 | 92.08% |
| September 30, 2021 | 92.08% |
| August 31, 2021 | 92.08% |
| July 31, 2021 | 92.08% |
| June 30, 2021 | 92.08% |
| May 31, 2021 | 92.08% |
| April 30, 2021 | 92.08% |
| March 31, 2021 | 92.08% |
| February 28, 2021 | 92.08% |
| January 31, 2021 | 92.08% |
| December 31, 2020 | 92.08% |
| November 30, 2020 | 92.08% |
| October 31, 2020 | 92.08% |
| September 30, 2020 | 91.53% |
| August 31, 2020 | 90.56% |
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
86.25%
Minimum
Nov 2019
95.19%
Maximum
Dec 2022
92.69%
Average
92.08%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| New Frontier Ventures Inc | 99.64% |
| GoldMoney Inc | 81.16% |
| Pinetree Capital Ltd | 93.16% |
| Spirit Blockchain Capital Inc | -- |
| Birchtree Investments Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.742 |
| Beta (5Y) | 3.305 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 200.8% |
| Historical Sharpe Ratio (5Y) | 0.1219 |
| Historical Sortino (5Y) | 0.6392 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.94% |