Grayscale Ethereum Trust ETF (ETHE)

27.50 -0.91 (-3.20%) USD  |  NYSEARCA  |  Jan 08, 16:00
27.83 +0.33 (+1.20%) After-Hours: 20:00
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ETHE Max Drawdown (5Y): 95.66% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Grayscale Ethereum Mini Trust ETF --
Grayscale Ethereum Classic Trust (ETC) 96.59%
Grayscale Stellar Lumens Trust (XLM) --
Grayscale Horizen Trust (ZEN) --
Grayscale Zcash Trust (ZEC) --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 34.49
Beta (5Y) 2.262
Alpha (vs YCharts Benchmark) (5Y) 22.45
Beta (vs YCharts Benchmark) (5Y) 2.424
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 117.8%
Historical Sharpe Ratio (5Y) 0.4389
Historical Sortino (5Y) 1.051
Monthly Value at Risk (VaR) 5% (5Y Lookback) 40.80%