TeraWulf Inc (WULF)
2.185
+0.02
(+0.69%)
USD |
NASDAQ |
May 03, 16:00
2.24
+0.06
(+2.52%)
After-Hours: 20:00
TeraWulf Max Drawdown (5Y): 98.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.72% |
March 31, 2024 | 98.72% |
February 29, 2024 | 98.72% |
January 31, 2024 | 98.72% |
December 31, 2023 | 98.72% |
November 30, 2023 | 98.72% |
October 31, 2023 | 98.72% |
September 30, 2023 | 98.72% |
August 31, 2023 | 98.72% |
July 31, 2023 | 98.72% |
June 30, 2023 | 98.72% |
May 31, 2023 | 98.72% |
April 30, 2023 | 98.72% |
March 31, 2023 | 98.72% |
February 28, 2023 | 98.64% |
January 31, 2023 | 98.64% |
December 31, 2022 | 98.64% |
November 30, 2022 | 98.36% |
October 31, 2022 | 97.52% |
September 30, 2022 | 97.52% |
August 31, 2022 | 97.16% |
July 31, 2022 | 97.16% |
June 30, 2022 | 97.16% |
May 31, 2022 | 93.74% |
April 30, 2022 | 92.13% |
Date | Value |
---|---|
March 31, 2022 | 88.25% |
February 28, 2022 | 81.19% |
January 31, 2022 | 81.19% |
December 31, 2021 | 81.19% |
November 30, 2021 | 81.19% |
October 31, 2021 | 81.19% |
September 30, 2021 | 81.19% |
August 31, 2021 | 81.19% |
July 31, 2021 | 81.19% |
June 30, 2021 | 81.19% |
May 31, 2021 | 81.19% |
April 30, 2021 | 81.19% |
March 31, 2021 | 81.19% |
February 28, 2021 | 81.19% |
January 31, 2021 | 81.19% |
December 31, 2020 | 81.19% |
November 30, 2020 | 81.19% |
October 31, 2020 | 81.19% |
September 30, 2020 | 81.19% |
August 31, 2020 | 81.19% |
July 31, 2020 | 81.19% |
June 30, 2020 | 81.19% |
May 31, 2020 | 81.19% |
April 30, 2020 | 81.19% |
March 31, 2020 | 81.19% |
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
75.59%
Minimum
May 2019
98.72%
Maximum
Mar 2023
87.36%
Average
81.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cipher Mining Inc | -- |
Riot Platforms Inc | 98.32% |
BlackRock Inc | 43.88% |
BGC Group Inc | 84.16% |
MarketAxess Holdings Inc | 65.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -49.67 |
Beta (5Y) | 2.302 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 127.4% |
Historical Sharpe Ratio (5Y) | -0.1885 |
Historical Sortino (5Y) | -0.4118 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.52% |