Galaxy Digital Holdings Ltd (BRPHF)
11.49
-0.83
(-6.73%)
USD |
OTCM |
Mar 28, 16:00
Galaxy Digital Holdings Max Drawdown (5Y): 97.85% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Riot Platforms Inc | 98.32% |
| MARA Holdings Inc | 99.64% |
| Coinbase Global Inc | -- |
| Bit Digital Inc | 98.16% |
| OFS Capital Corp | 69.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.13 |
| Beta (5Y) | 4.168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 113.5% |
| Historical Sharpe Ratio (5Y) | 0.6588 |
| Historical Sortino (5Y) | 1.622 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.83% |