Bit Digital Inc (BTBT)
4.44
+0.45
(+11.28%)
USD |
NASDAQ |
Nov 22, 16:00
4.39
-0.05
(-1.13%)
After-Hours: 20:00
Bit Digital Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Riot Platforms Inc | 98.32% |
| MARA Holdings Inc | 99.64% |
| Hut 8 Corp | -- |
| Coinbase Global Inc | -- |
| Cleanspark Inc | 98.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.45 |
| Beta (5Y) | 4.793 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 221.6% |
| Historical Sharpe Ratio (5Y) | 0.232 |
| Historical Sortino (5Y) | 1.085 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.21% |