TeraWulf Inc (WULF)
7.00
-0.20
(-2.78%)
USD |
NASDAQ |
Nov 21, 16:00
7.02
+0.02
(+0.29%)
After-Hours: 20:00
TeraWulf Max Drawdown (5Y): 98.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.72% |
| September 30, 2024 | 98.72% |
| August 31, 2024 | 98.72% |
| July 31, 2024 | 98.72% |
| June 30, 2024 | 98.72% |
| May 31, 2024 | 98.72% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 88.25% |
| February 28, 2022 | 81.25% |
| January 31, 2022 | 81.25% |
| December 31, 2021 | 81.25% |
| November 30, 2021 | 81.25% |
| October 31, 2021 | 81.25% |
| September 30, 2021 | 81.25% |
| August 31, 2021 | 81.25% |
| July 31, 2021 | 81.25% |
| June 30, 2021 | 81.25% |
| May 31, 2021 | 81.25% |
| April 30, 2021 | 81.25% |
| March 31, 2021 | 81.25% |
| February 28, 2021 | 81.25% |
| January 31, 2021 | 81.25% |
| December 31, 2020 | 81.25% |
| November 30, 2020 | 81.25% |
| October 31, 2020 | 81.25% |
| September 30, 2020 | 81.25% |
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
Nov 2019
98.72%
Maximum
Mar 2023
89.70%
Average
92.93%
Median
Max Drawdown (5Y) Benchmarks
| Riot Platforms Inc | 98.32% |
| Cipher Mining Inc | -- |
| BGC Group Inc | 73.98% |
| MarketAxess Holdings Inc | 66.14% |
| Siebert Financial Corp | 94.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.36 |
| Beta (5Y) | 2.500 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 137.3% |
| Historical Sharpe Ratio (5Y) | -0.0079 |
| Historical Sortino (5Y) | -0.0184 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.52% |