Cboe Global Markets Inc (CBOE)
178.40
-3.29
(-1.81%)
USD |
BATS |
Apr 26, 16:00
178.81
+0.41
(+0.23%)
After-Hours: 20:00
Cboe Global Markets Max Drawdown (5Y): 43.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 43.22% |
February 29, 2024 | 43.22% |
January 31, 2024 | 43.22% |
December 31, 2023 | 43.22% |
November 30, 2023 | 43.22% |
October 31, 2023 | 43.22% |
September 30, 2023 | 43.22% |
August 31, 2023 | 43.22% |
July 31, 2023 | 43.22% |
June 30, 2023 | 43.22% |
May 31, 2023 | 43.22% |
April 30, 2023 | 43.22% |
March 31, 2023 | 43.22% |
February 28, 2023 | 43.22% |
January 31, 2023 | 43.22% |
December 31, 2022 | 43.22% |
November 30, 2022 | 43.22% |
October 31, 2022 | 43.22% |
September 30, 2022 | 43.22% |
August 31, 2022 | 43.22% |
July 31, 2022 | 43.22% |
June 30, 2022 | 43.22% |
May 31, 2022 | 43.22% |
April 30, 2022 | 43.22% |
March 31, 2022 | 43.22% |
Date | Value |
---|---|
February 28, 2022 | 43.22% |
January 31, 2022 | 43.22% |
December 31, 2021 | 43.22% |
November 30, 2021 | 43.22% |
October 31, 2021 | 43.22% |
September 30, 2021 | 43.22% |
August 31, 2021 | 43.22% |
July 31, 2021 | 43.22% |
June 30, 2021 | 43.22% |
May 31, 2021 | 43.22% |
April 30, 2021 | 43.22% |
March 31, 2021 | 43.22% |
February 28, 2021 | 43.22% |
January 31, 2021 | 43.22% |
December 31, 2020 | 43.22% |
November 30, 2020 | 43.22% |
October 31, 2020 | 43.22% |
September 30, 2020 | 43.22% |
August 31, 2020 | 43.22% |
July 31, 2020 | 43.22% |
June 30, 2020 | 43.22% |
May 31, 2020 | 43.22% |
April 30, 2020 | 43.22% |
March 31, 2020 | 43.22% |
February 29, 2020 | 32.74% |
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
32.74%
Minimum
Apr 2019
43.22%
Maximum
Mar 2020
41.30%
Average
43.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Coinbase Global Inc | -- |
CME Group Inc | 37.34% |
Intercontinental Exchange Inc | 34.31% |
Nasdaq Inc | 38.28% |
MSCI Inc | 43.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.893 |
Beta (5Y) | 0.5982 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.43% |
Historical Sharpe Ratio (5Y) | 0.6109 |
Historical Sortino (5Y) | 0.6943 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.45% |