BGC Group Inc (BGC)

8.76 +0.13 (+1.51%) USD  |  NASDAQ  |  Dec 20, 16:00
8.76 0.00 (0.00%) After-Hours: 20:00
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BGC Group Max Drawdown (5Y): 73.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Morgan Stanley 51.33%
TeraWulf Inc 98.72%
Riot Platforms Inc 98.32%
MarketAxess Holdings Inc 66.14%
Siebert Financial Corp 94.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.303
Beta (5Y) 1.452
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.69%
Historical Sharpe Ratio (5Y) 0.221
Historical Sortino (5Y) 0.3347
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.36%