Bit Digital Inc (BTBT)
4.51
-0.12
(-2.60%)
USD |
NASDAQ |
Nov 14, 12:00
Bit Digital Max Drawdown (5Y): 98.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.16% |
| September 30, 2024 | 98.16% |
| August 31, 2024 | 98.16% |
| July 31, 2024 | 98.16% |
| June 30, 2024 | 98.16% |
| May 31, 2024 | 98.16% |
| April 30, 2024 | 98.16% |
| March 31, 2024 | 98.16% |
| February 29, 2024 | 98.16% |
| January 31, 2024 | 98.16% |
| December 31, 2023 | 98.16% |
| November 30, 2023 | 98.16% |
| October 31, 2023 | 98.16% |
| September 30, 2023 | 98.16% |
| August 31, 2023 | 98.16% |
| July 31, 2023 | 98.16% |
| June 30, 2023 | 98.16% |
| May 31, 2023 | 98.16% |
| April 30, 2023 | 98.16% |
| March 31, 2023 | 98.16% |
| February 28, 2023 | 98.16% |
| January 31, 2023 | 98.16% |
| December 31, 2022 | 98.16% |
| November 30, 2022 | 97.53% |
| October 31, 2022 | 97.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.53% |
| August 31, 2022 | 97.53% |
| July 31, 2022 | 97.53% |
| June 30, 2022 | 97.53% |
| May 31, 2022 | 97.53% |
| April 30, 2022 | 97.53% |
| March 31, 2022 | 97.53% |
| February 28, 2022 | 97.53% |
| January 31, 2022 | 97.53% |
| December 31, 2021 | 97.53% |
| November 30, 2021 | 97.53% |
| October 31, 2021 | 97.53% |
| September 30, 2021 | 97.53% |
| August 31, 2021 | 97.53% |
| July 31, 2021 | 97.53% |
| June 30, 2021 | 97.53% |
| May 31, 2021 | 97.53% |
| April 30, 2021 | 97.53% |
| March 31, 2021 | 97.53% |
| February 28, 2021 | 97.53% |
| January 31, 2021 | 97.53% |
| December 31, 2020 | 97.53% |
| November 30, 2020 | 97.53% |
| October 31, 2020 | 97.53% |
| September 30, 2020 | 97.53% |
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
97.00%
Minimum
Nov 2019
98.16%
Maximum
Dec 2022
97.73%
Average
97.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| MARA Holdings Inc | 99.54% |
| Riot Platforms Inc | 98.32% |
| Coinbase Global Inc | -- |
| Hut 8 Corp | 95.04% |
| 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% |