Hut 8 Corp (HUT.TO)
12.31
-0.86
(-6.53%)
CAD |
TSX |
Apr 24, 16:00
Hut 8 Max Drawdown (5Y): 94.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 94.44% |
| February 29, 2024 | 94.44% |
| January 31, 2024 | 94.44% |
| December 31, 2023 | 94.44% |
| November 30, 2023 | 94.44% |
| October 31, 2023 | 94.44% |
| September 30, 2023 | 94.44% |
| August 31, 2023 | 94.44% |
| July 31, 2023 | 94.44% |
| June 30, 2023 | 94.44% |
| May 31, 2023 | 94.44% |
| April 30, 2023 | 94.44% |
| March 31, 2023 | 94.44% |
| February 28, 2023 | 94.44% |
| January 31, 2023 | 94.44% |
| December 31, 2022 | 94.44% |
| November 30, 2022 | 92.55% |
| October 31, 2022 | 92.55% |
| September 30, 2022 | 92.55% |
| August 31, 2022 | 92.55% |
| July 31, 2022 | 92.55% |
| June 30, 2022 | 92.55% |
| May 31, 2022 | 92.55% |
| April 30, 2022 | 92.55% |
| March 31, 2022 | 92.55% |
| Date | Value |
|---|---|
| February 28, 2022 | 92.55% |
| January 31, 2022 | 92.55% |
| December 31, 2021 | 92.55% |
| November 30, 2021 | 92.55% |
| October 31, 2021 | 92.55% |
| September 30, 2021 | 92.55% |
| August 31, 2021 | 92.55% |
| July 31, 2021 | 92.55% |
| June 30, 2021 | 92.55% |
| May 31, 2021 | 92.55% |
| April 30, 2021 | 92.55% |
| March 31, 2021 | 92.55% |
| February 28, 2021 | 92.55% |
| January 31, 2021 | 92.55% |
| December 31, 2020 | 92.55% |
| November 30, 2020 | 92.55% |
| October 31, 2020 | 92.55% |
| September 30, 2020 | 92.55% |
| August 31, 2020 | 92.55% |
| July 31, 2020 | 92.55% |
| June 30, 2020 | 92.55% |
| May 31, 2020 | 92.55% |
| April 30, 2020 | 92.55% |
| March 31, 2020 | 92.55% |
| February 29, 2020 | 89.89% |
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
89.89%
Minimum
Apr 2019
94.44%
Maximum
Dec 2022
92.57%
Average
92.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| XS Financial Inc | 96.00% |
| Galaxy Digital Holdings Ltd | 91.88% |
| GRIID Infrastructure Inc | -- |
| Starrex International Ltd | 95.58% |
| Prophecy DeFi Inc | 99.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 32.96 |
| Beta (5Y) | 5.142 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 276.6% |
| Historical Sharpe Ratio (5Y) | 0.2744 |
| Historical Sortino (5Y) | 1.606 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |