BIT Mining Ltd (BTCM)
2.83
+0.08
(+2.91%)
USD |
NYSE |
May 06, 16:00
2.90
+0.07
(+2.47%)
After-Hours: 19:53
BIT Mining Max Drawdown (5Y): 99.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.47% |
| March 31, 2024 | 99.47% |
| February 29, 2024 | 99.47% |
| January 31, 2024 | 99.47% |
| December 31, 2023 | 99.47% |
| November 30, 2023 | 99.47% |
| October 31, 2023 | 99.47% |
| September 30, 2023 | 99.47% |
| August 31, 2023 | 99.47% |
| July 31, 2023 | 99.47% |
| June 30, 2023 | 99.47% |
| May 31, 2023 | 99.47% |
| April 30, 2023 | 99.47% |
| March 31, 2023 | 99.47% |
| February 28, 2023 | 99.47% |
| January 31, 2023 | 99.47% |
| December 31, 2022 | 99.47% |
| November 30, 2022 | 99.30% |
| October 31, 2022 | 99.19% |
| September 30, 2022 | 99.04% |
| August 31, 2022 | 98.59% |
| July 31, 2022 | 97.78% |
| June 30, 2022 | 97.78% |
| May 31, 2022 | 95.67% |
| April 30, 2022 | 93.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.38% |
| February 28, 2022 | 90.16% |
| January 31, 2022 | 89.12% |
| December 31, 2021 | 89.10% |
| November 30, 2021 | 89.10% |
| October 31, 2021 | 89.10% |
| September 30, 2021 | 89.10% |
| August 31, 2021 | 89.10% |
| July 31, 2021 | 89.10% |
| June 30, 2021 | 89.10% |
| May 31, 2021 | 89.10% |
| April 30, 2021 | 89.10% |
| March 31, 2021 | 89.10% |
| February 28, 2021 | 89.10% |
| January 31, 2021 | 89.10% |
| December 31, 2020 | 89.10% |
| November 30, 2020 | 89.10% |
| October 31, 2020 | 89.10% |
| September 30, 2020 | 89.10% |
| August 31, 2020 | 89.10% |
| July 31, 2020 | 89.10% |
| June 30, 2020 | 89.10% |
| May 31, 2020 | 89.10% |
| April 30, 2020 | 89.10% |
| March 31, 2020 | 89.10% |
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
86.78%
Minimum
May 2019
99.47%
Maximum
Dec 2022
92.83%
Average
89.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kopin Corp | 95.35% |
| Cemtrex Inc | 99.61% |
| Cyngn Inc | -- |
| WidePoint Corp | 88.89% |
| Castellum Inc | 99.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -84.78 |
| Beta (5Y) | 2.580 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 178.8% |
| Historical Sharpe Ratio (5Y) | -0.3133 |
| Historical Sortino (5Y) | -1.069 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.20% |