Metalpha Technology Holding Ltd (MATH)

1.005 -0.02 (-2.33%) USD  |  NASDAQ  |  Dec 20, 16:00
0.9972 -0.01 (-0.78%) After-Hours: 20:00
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Metalpha Technology Max Drawdown (5Y): 95.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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TOP Financial Group Ltd --
Magic Empire Global Ltd --
Futu Holdings Ltd 87.23%
Abits Group Inc 98.82%
Prestige Wealth Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.380
Beta (5Y) -0.8253
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 111.3%
Historical Sharpe Ratio (5Y) -0.0866
Historical Sortino (5Y) -0.2632
Monthly Value at Risk (VaR) 5% (5Y Lookback) 30.05%