Bit Origin Ltd (BTOG)
1.36
-0.14
(-9.33%)
USD |
NASDAQ |
Nov 21, 16:00
1.34
-0.02
(-1.47%)
After-Hours: 20:00
Bit Origin 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
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -77.57 |
| Beta (5Y) | 1.358 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 136.9% |
| Historical Sharpe Ratio (5Y) | -0.4385 |
| Historical Sortino (5Y) | -1.070 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.96% |