Cboe Global Markets, Inc. (CBOE)
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Oct 05, 12:02
Cboe Global Markets Max Drawdown (5Y) : 36.73% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 36.73% |
| August 31, 2026 | 36.73% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 43.22% |
| July 31, 2024 | 43.22% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CME Group, Inc. | 31.74% |
| Intercontinental Exchange, Inc. | 34.31% |
| Nasdaq, Inc. | 32.84% |
| Coinbase Global, Inc. | 90.90% |
| MarketAxess Holdings, Inc. | 76.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.94 |
| Beta (5Y) | 0.4146 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.13% |
| Historical Sharpe Ratio (5Y) | 0.6522 |
| Historical Sortino (5Y) | 0.8625 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.98% |