Grayscale Ethereum Classic Trust (ETC) (ETCG)
13.66
+0.09
(+0.66%)
USD |
OTCM |
Apr 19, 15:59
ETCG Max Drawdown (5Y): 96.59% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.59% |
| February 29, 2024 | 96.59% |
| January 31, 2024 | 96.59% |
| December 31, 2023 | 96.59% |
| November 30, 2023 | 96.59% |
| October 31, 2023 | 96.59% |
| September 30, 2023 | 96.59% |
| August 31, 2023 | 96.59% |
| July 31, 2023 | 96.59% |
| June 30, 2023 | 96.59% |
| May 31, 2023 | 96.59% |
| April 30, 2023 | 96.59% |
| March 31, 2023 | 96.59% |
| February 28, 2023 | 96.59% |
| January 31, 2023 | 96.59% |
| December 31, 2022 | 96.59% |
| November 30, 2022 | 94.63% |
| October 31, 2022 | 94.41% |
| September 30, 2022 | 94.41% |
| August 31, 2022 | 94.41% |
| July 31, 2022 | 94.41% |
| June 30, 2022 | 94.41% |
| May 31, 2022 | 92.08% |
| April 30, 2022 | 92.08% |
| March 31, 2022 | 92.08% |
| Date | Value |
|---|---|
| February 28, 2022 | 92.08% |
| January 31, 2022 | 92.08% |
| December 31, 2021 | 92.08% |
| November 30, 2021 | 92.08% |
| October 31, 2021 | 92.08% |
| September 30, 2021 | 92.08% |
| August 31, 2021 | 92.08% |
| July 31, 2021 | 92.08% |
| June 30, 2021 | 92.08% |
| May 31, 2021 | 92.08% |
| April 30, 2021 | 92.08% |
| March 31, 2021 | 92.08% |
| February 28, 2021 | 92.08% |
| January 31, 2021 | 92.08% |
| December 31, 2020 | 92.08% |
| November 30, 2020 | 92.08% |
| October 31, 2020 | 92.08% |
| September 30, 2020 | 91.58% |
| August 31, 2020 | 91.58% |
| July 31, 2020 | 91.58% |
| June 30, 2020 | 91.58% |
| May 31, 2020 | 91.58% |
| April 30, 2020 | 91.58% |
| March 31, 2020 | 91.58% |
| February 29, 2020 | 91.58% |
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
91.58%
Minimum
Apr 2019
96.59%
Maximum
Dec 2022
93.37%
Average
92.08%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.326 |
| Beta (5Y) | 2.577 |
| Alpha (vs YCharts Benchmark) (5Y) | -18.96 |
| Beta (vs YCharts Benchmark) (5Y) | 2.729 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 156.0% |
| Historical Sharpe Ratio (5Y) | 0.1068 |
| Historical Sortino (5Y) | 0.3403 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.91% |