Galaxy Digital Holdings Ltd (GLXY.TO)
15.28
+0.93
(+6.48%)
CAD |
TSX |
Apr 11, 16:00
Galaxy Digital Holdings Max Drawdown (5Y): 91.88% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.94 |
| Beta (5Y) | 4.104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.3% |
| Historical Sharpe Ratio (5Y) | 0.6554 |
| Historical Sortino (5Y) | 1.575 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.42% |