Galaxy Digital Holdings Ltd (BRPHF)

17.80 +0.58 (+3.34%) USD  |  OTCM  |  Dec 20, 16:00
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Galaxy Digital Holdings Max Drawdown (5Y): 97.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Riot Platforms Inc 98.32%
MARA Holdings Inc 99.64%
LPL Financial Holdings Inc 60.33%
OFS Capital Corp 69.09%
Innventure Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 26.42
Beta (5Y) 3.921
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 114.7%
Historical Sharpe Ratio (5Y) 0.6866
Historical Sortino (5Y) 1.656
Monthly Value at Risk (VaR) 5% (5Y Lookback) 38.01%