Metalpha Technology Holding Ltd (MATH)
0.96
+0.05
(+5.49%)
USD |
NASDAQ |
Nov 21, 16:00
0.96
0.00 (0.00%)
After-Hours: 20:00
Metalpha Technology Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Maximum
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Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.334 |
| Beta (5Y) | -0.7567 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.3% |
| Historical Sharpe Ratio (5Y) | -0.0399 |
| Historical Sortino (5Y) | -0.1214 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.05% |