Grayscale Bitcoin Maximum Drawdown
| GBTC ETF | | | USD 60.37 -0.11 -0.18% |
Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough. Below is Grayscale Bitcoin's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
At 15.23, Grayscale Bitcoin exhibits a moderate peak-to-trough loss in Maximum Drawdown. This places Grayscale Bitcoin's drawdown exposure within the typical range for ETF.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 15.23 | |
| MAX | = | Maximum notation for the range of returns on Grayscale Bitcoin |
Maximum Drawdown Peers Comparison
Among sector peers, Grayscale Bitcoin's Maximum Drawdown of 15.23 is above the 2.88 group average. The range runs from 0.4397 (Vanguard Short Term Inflation Protected) to 4.49 (Invesco NASDAQ 100). Grayscale Bitcoin's deeper drawdown relative to peers indicates greater historical downside exposure.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Grayscale Bitcoin and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
With Maximum Drawdown at
15.23 and Maximum Drawdown at
15.23 , Grayscale Bitcoin shows a
1.00 -to-one ratio between these indicators. The two measures are closely aligned in magnitude for Grayscale Bitcoin.
Methodology, Assumptions & Data Sources
Grayscale Bitcoin's Maximum Drawdown currently stands at 15.23. Grayscale Bitcoin's Maximum Drawdown is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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