Cboe Global Markets, Inc. (CBOE)
308.09
+7.35
(+2.44%)
USD |
BATS |
Aug 24, 16:00
307.25
-0.84
(-0.27%)
Pre-Market: 05:56
Cboe Global Markets Max Drawdown (5Y) : 36.73% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 36.73% |
| June 30, 2026 | 36.73% |
| May 31, 2026 | 21.78% |
| April 30, 2026 | 21.78% |
| March 31, 2026 | 24.36% |
| February 28, 2026 | 26.90% |
| January 31, 2026 | 33.28% |
| December 31, 2025 | 33.28% |
| November 30, 2025 | 34.82% |
| October 31, 2025 | 37.32% |
| September 30, 2025 | 40.78% |
| August 31, 2025 | 40.78% |
| July 31, 2025 | 40.78% |
| June 30, 2025 | 40.78% |
| May 31, 2025 | 40.78% |
| April 30, 2025 | 40.78% |
| March 31, 2025 | 40.78% |
| February 28, 2025 | 43.22% |
| January 31, 2025 | 43.22% |
| December 31, 2024 | 43.22% |
| November 30, 2024 | 43.22% |
| October 31, 2024 | 43.22% |
| September 30, 2024 | 43.22% |
| August 31, 2024 | 43.22% |
| July 31, 2024 | 43.22% |
| Date | Value |
|---|---|
| June 30, 2024 | 43.22% |
| May 31, 2024 | 43.22% |
| April 30, 2024 | 43.22% |
| 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% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| CME Group, Inc. | 31.74% |
| Intercontinental Exchange, Inc. | 34.31% |
| Nasdaq, Inc. | 32.84% |
| Coinbase Global, Inc. | 90.90% |
| Robinhood Markets, Inc. | 90.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.32 |
| Beta (5Y) | 0.4224 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.48% |
| Historical Sharpe Ratio (5Y) | 0.8542 |
| Historical Sortino (5Y) | 1.126 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.40% |