MarketAxess Holdings Inc (MKTX)
215.68
+0.97
(+0.45%)
USD |
NASDAQ |
May 20, 16:00
215.68
0.00 (0.00%)
After-Hours: 20:00
MarketAxess Holdings Max Drawdown (5Y): 65.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.09% |
March 31, 2024 | 65.03% |
February 29, 2024 | 65.03% |
January 31, 2024 | 65.03% |
December 31, 2023 | 65.03% |
November 30, 2023 | 65.03% |
October 31, 2023 | 65.03% |
September 30, 2023 | 65.03% |
August 31, 2023 | 62.41% |
July 31, 2023 | 62.41% |
June 30, 2023 | 62.41% |
May 31, 2023 | 62.41% |
April 30, 2023 | 62.41% |
March 31, 2023 | 62.41% |
February 28, 2023 | 62.41% |
January 31, 2023 | 62.41% |
December 31, 2022 | 62.41% |
November 30, 2022 | 62.41% |
October 31, 2022 | 62.41% |
September 30, 2022 | 62.41% |
August 31, 2022 | 58.40% |
July 31, 2022 | 57.19% |
June 30, 2022 | 57.19% |
May 31, 2022 | 57.19% |
April 30, 2022 | 56.11% |
Date | Value |
---|---|
March 31, 2022 | 43.76% |
February 28, 2022 | 43.76% |
January 31, 2022 | 43.76% |
December 31, 2021 | 41.44% |
November 30, 2021 | 39.92% |
October 31, 2021 | 32.71% |
September 30, 2021 | 32.71% |
August 31, 2021 | 32.71% |
July 31, 2021 | 32.71% |
June 30, 2021 | 32.71% |
May 31, 2021 | 32.71% |
April 30, 2021 | 32.71% |
March 31, 2021 | 32.71% |
February 28, 2021 | 32.71% |
January 31, 2021 | 32.71% |
December 31, 2020 | 32.71% |
November 30, 2020 | 32.71% |
October 31, 2020 | 32.71% |
September 30, 2020 | 32.71% |
August 31, 2020 | 32.71% |
July 31, 2020 | 32.71% |
June 30, 2020 | 32.71% |
May 31, 2020 | 32.71% |
April 30, 2020 | 32.71% |
March 31, 2020 | 32.71% |
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
22.24%
Minimum
May 2019
65.09%
Maximum
Apr 2024
44.23%
Average
36.31%
Median
Max Drawdown (5Y) Benchmarks
Riot Platforms Inc | 98.32% |
BGC Group Inc | 84.16% |
Siebert Financial Corp | 94.06% |
Mawson Infrastructure Group Inc | 99.84% |
Soluna Holdings Inc | 99.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.62 |
Beta (5Y) | 0.9808 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.31% |
Historical Sharpe Ratio (5Y) | -0.2062 |
Historical Sortino (5Y) | -0.3953 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.05% |