Bluesky Digital Assets Corp (BTC.CX)
0.02
0.00 (0.00%)
CAD |
CNSX |
May 16, 15:38
Bluesky Digital Assets Max Drawdown (5Y): 99.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.14% |
| March 31, 2024 | 98.57% |
| February 29, 2024 | 98.57% |
| January 31, 2024 | 98.57% |
| December 31, 2023 | 98.57% |
| November 30, 2023 | 98.57% |
| October 31, 2023 | 98.57% |
| September 30, 2023 | 98.57% |
| August 31, 2023 | 98.57% |
| July 31, 2023 | 98.57% |
| June 30, 2023 | 98.57% |
| May 31, 2023 | 98.57% |
| April 30, 2023 | 98.57% |
| March 31, 2023 | 98.57% |
| February 28, 2023 | 98.57% |
| January 31, 2023 | 98.57% |
| December 31, 2022 | 98.57% |
| November 30, 2022 | 98.29% |
| October 31, 2022 | 97.43% |
| September 30, 2022 | 97.14% |
| August 31, 2022 | 96.67% |
| July 31, 2022 | 96.67% |
| June 30, 2022 | 96.67% |
| May 31, 2022 | 96.67% |
| April 30, 2022 | 96.67% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.67% |
| February 28, 2022 | 96.67% |
| January 31, 2022 | 96.67% |
| December 31, 2021 | 96.67% |
| November 30, 2021 | 96.67% |
| October 31, 2021 | 96.67% |
| September 30, 2021 | 96.67% |
| August 31, 2021 | 96.67% |
| July 31, 2021 | 96.67% |
| June 30, 2021 | 96.67% |
| May 31, 2021 | 96.67% |
| April 30, 2021 | 96.67% |
| March 31, 2021 | 96.67% |
| February 28, 2021 | 96.67% |
| January 31, 2021 | 96.67% |
| December 31, 2020 | 96.67% |
| November 30, 2020 | 97.89% |
| October 31, 2020 | 98.42% |
| September 30, 2020 | 98.50% |
| August 31, 2020 | 98.50% |
| July 31, 2020 | 98.50% |
| June 30, 2020 | 99.00% |
| May 31, 2020 | 99.00% |
| April 30, 2020 | 99.00% |
| March 31, 2020 | 99.00% |
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
96.67%
Minimum
Dec 2020
99.14%
Maximum
Apr 2024
97.95%
Average
98.57%
Median
Dec 2022
Max Drawdown (5Y) Benchmarks
| Armada Mercantile Ltd | 96.71% |
| Guardian Capital Group Ltd | 43.26% |
| Esstra Industries Inc | 88.89% |
| Sixty Six Capital Inc | 98.92% |
| Luxxfolio Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.47 |
| Beta (5Y) | 2.331 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 178.5% |
| Historical Sharpe Ratio (5Y) | -0.3039 |
| Historical Sortino (5Y) | -0.9685 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.83% |