Galaxy Digital Holdings Ltd (GLXY.TO)
12.27
+0.30
(+2.51%)
CAD |
TSX |
Apr 24, 16:00
Galaxy Digital Holdings Max Drawdown (5Y): 91.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.88% |
| February 29, 2024 | 91.88% |
| January 31, 2024 | 91.88% |
| December 31, 2023 | 91.88% |
| November 30, 2023 | 91.88% |
| October 31, 2023 | 91.88% |
| September 30, 2023 | 91.88% |
| August 31, 2023 | 91.88% |
| July 31, 2023 | 91.88% |
| June 30, 2023 | 91.88% |
| May 31, 2023 | 91.88% |
| April 30, 2023 | 91.88% |
| March 31, 2023 | 91.88% |
| February 28, 2023 | 91.88% |
| January 31, 2023 | 91.88% |
| December 31, 2022 | 91.88% |
| November 30, 2022 | 90.97% |
| October 31, 2022 | 88.67% |
| September 30, 2022 | 88.67% |
| August 31, 2022 | 88.67% |
| July 31, 2022 | 88.67% |
| June 30, 2022 | 88.67% |
| May 31, 2022 | 85.76% |
| April 30, 2022 | 85.76% |
| March 31, 2022 | 85.76% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.76% |
| January 31, 2022 | 85.76% |
| December 31, 2021 | 85.76% |
| November 30, 2021 | 85.76% |
| October 31, 2021 | 85.76% |
| September 30, 2021 | 85.76% |
| August 31, 2021 | 85.76% |
| July 31, 2021 | 85.76% |
| June 30, 2021 | 85.76% |
| May 31, 2021 | 85.76% |
| April 30, 2021 | 85.76% |
| March 31, 2021 | 85.76% |
| February 28, 2021 | 85.76% |
| January 31, 2021 | 85.76% |
| December 31, 2020 | 85.76% |
| November 30, 2020 | 85.76% |
| October 31, 2020 | 85.76% |
| September 30, 2020 | 85.76% |
| August 31, 2020 | 85.76% |
| July 31, 2020 | 85.76% |
| June 30, 2020 | 85.76% |
| May 31, 2020 | 85.76% |
| April 30, 2020 | 85.76% |
| March 31, 2020 | 85.76% |
| February 29, 2020 | 79.65% |
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
79.65%
Minimum
Apr 2019
91.88%
Maximum
Dec 2022
86.60%
Average
85.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.15 |
| Beta (5Y) | 3.185 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.7% |
| Historical Sharpe Ratio (5Y) | 0.3526 |
| Historical Sortino (5Y) | 0.872 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.73% |