BGC Group Inc (BGC)
10.16
+0.03
(+0.30%)
USD |
NASDAQ |
Nov 21, 16:00
10.00
-0.16
(-1.57%)
After-Hours: 20:00
BGC Group Max Drawdown (5Y): 73.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.98% |
| September 30, 2024 | 73.98% |
| August 31, 2024 | 73.98% |
| July 31, 2024 | 73.98% |
| June 30, 2024 | 73.98% |
| May 31, 2024 | 73.98% |
| April 30, 2024 | 73.98% |
| March 31, 2024 | 73.98% |
| February 29, 2024 | 73.98% |
| January 31, 2024 | 73.98% |
| December 31, 2023 | 73.98% |
| November 30, 2023 | 73.98% |
| October 31, 2023 | 73.98% |
| September 30, 2023 | 73.98% |
| August 31, 2023 | 73.98% |
| July 31, 2023 | 73.98% |
| June 30, 2023 | 73.98% |
| May 31, 2023 | 73.98% |
| April 30, 2023 | 73.98% |
| March 31, 2023 | 73.98% |
| February 28, 2023 | 73.98% |
| January 31, 2023 | 73.98% |
| December 31, 2022 | 73.98% |
| November 30, 2022 | 73.98% |
| October 31, 2022 | 73.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.98% |
| August 31, 2022 | 73.98% |
| July 31, 2022 | 73.98% |
| June 30, 2022 | 73.98% |
| May 31, 2022 | 73.98% |
| April 30, 2022 | 73.98% |
| March 31, 2022 | 73.98% |
| February 28, 2022 | 73.98% |
| January 31, 2022 | 73.98% |
| December 31, 2021 | 73.98% |
| November 30, 2021 | 73.98% |
| October 31, 2021 | 73.98% |
| September 30, 2021 | 73.98% |
| August 31, 2021 | 73.98% |
| July 31, 2021 | 73.98% |
| June 30, 2021 | 73.98% |
| May 31, 2021 | 73.98% |
| April 30, 2021 | 73.98% |
| March 31, 2021 | 73.98% |
| February 28, 2021 | 73.98% |
| January 31, 2021 | 73.98% |
| December 31, 2020 | 73.98% |
| November 30, 2020 | 73.98% |
| October 31, 2020 | 73.98% |
| September 30, 2020 | 73.98% |
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
50.56%
Minimum
Nov 2019
73.98%
Maximum
Apr 2020
72.38%
Average
73.98%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Morgan Stanley | 51.33% |
| Riot Platforms Inc | 98.32% |
| MarketAxess Holdings Inc | 66.14% |
| Siebert Financial Corp | 94.06% |
| Mawson Infrastructure Group Inc | 99.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.812 |
| Beta (5Y) | 1.478 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.48% |
| Historical Sharpe Ratio (5Y) | 0.2697 |
| Historical Sortino (5Y) | 0.4079 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.36% |