StoneX Group Inc (SNEX)
75.31
-0.98
(-1.28%)
USD |
NASDAQ |
May 17, 16:00
75.25
-0.06
(-0.08%)
After-Hours: 20:00
StoneX Group Max Drawdown (5Y): 48.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.65% |
March 31, 2024 | 48.65% |
February 29, 2024 | 48.65% |
January 31, 2024 | 48.65% |
December 31, 2023 | 48.65% |
November 30, 2023 | 48.65% |
October 31, 2023 | 48.65% |
September 30, 2023 | 48.65% |
August 31, 2023 | 48.65% |
July 31, 2023 | 48.65% |
June 30, 2023 | 48.65% |
May 31, 2023 | 48.65% |
April 30, 2023 | 48.65% |
March 31, 2023 | 48.65% |
February 28, 2023 | 48.65% |
January 31, 2023 | 48.65% |
December 31, 2022 | 48.65% |
November 30, 2022 | 48.65% |
October 31, 2022 | 48.65% |
September 30, 2022 | 48.65% |
August 31, 2022 | 48.65% |
July 31, 2022 | 48.65% |
June 30, 2022 | 48.65% |
May 31, 2022 | 48.65% |
April 30, 2022 | 48.65% |
Date | Value |
---|---|
March 31, 2022 | 48.65% |
February 28, 2022 | 48.65% |
January 31, 2022 | 48.65% |
December 31, 2021 | 48.65% |
November 30, 2021 | 48.65% |
October 31, 2021 | 48.65% |
September 30, 2021 | 48.65% |
August 31, 2021 | 48.65% |
July 31, 2021 | 48.65% |
June 30, 2021 | 48.65% |
May 31, 2021 | 48.65% |
April 30, 2021 | 48.65% |
March 31, 2021 | 48.65% |
February 28, 2021 | 48.65% |
January 31, 2021 | 48.65% |
December 31, 2020 | 48.65% |
November 30, 2020 | 48.65% |
October 31, 2020 | 48.65% |
September 30, 2020 | 48.65% |
August 31, 2020 | 48.65% |
July 31, 2020 | 48.65% |
June 30, 2020 | 48.65% |
May 31, 2020 | 48.65% |
April 30, 2020 | 48.65% |
March 31, 2020 | 48.65% |
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
38.48%
Minimum
May 2019
48.65%
Maximum
Mar 2020
47.09%
Average
48.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Riot Platforms Inc | 98.32% |
BGC Group Inc | 84.16% |
MarketAxess Holdings Inc | 65.09% |
Siebert Financial Corp | 94.06% |
Mawson Infrastructure Group Inc | 99.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.26 |
Beta (5Y) | 0.8551 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.35% |
Historical Sharpe Ratio (5Y) | 0.5599 |
Historical Sortino (5Y) | 0.8744 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.80% |