CME Group Inc (CME)
223.61
-1.75
(-0.78%)
USD |
NASDAQ |
Nov 01, 16:00
223.58
-0.03
(-0.01%)
After-Hours: 20:00
CME Group Max Drawdown (5Y): 37.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.34% |
| September 30, 2024 | 37.34% |
| August 31, 2024 | 37.34% |
| July 31, 2024 | 37.34% |
| June 30, 2024 | 37.34% |
| May 31, 2024 | 37.34% |
| April 30, 2024 | 37.34% |
| March 31, 2024 | 37.34% |
| February 29, 2024 | 37.34% |
| January 31, 2024 | 37.34% |
| December 31, 2023 | 37.34% |
| November 30, 2023 | 37.34% |
| October 31, 2023 | 37.34% |
| September 30, 2023 | 37.34% |
| August 31, 2023 | 37.34% |
| July 31, 2023 | 37.34% |
| June 30, 2023 | 37.34% |
| May 31, 2023 | 37.34% |
| April 30, 2023 | 37.34% |
| March 31, 2023 | 37.34% |
| February 28, 2023 | 37.34% |
| January 31, 2023 | 37.34% |
| December 31, 2022 | 37.34% |
| November 30, 2022 | 37.34% |
| October 31, 2022 | 37.34% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.34% |
| August 31, 2022 | 37.34% |
| July 31, 2022 | 37.34% |
| June 30, 2022 | 37.34% |
| May 31, 2022 | 37.34% |
| April 30, 2022 | 37.34% |
| March 31, 2022 | 37.34% |
| February 28, 2022 | 37.34% |
| January 31, 2022 | 37.34% |
| December 31, 2021 | 37.34% |
| November 30, 2021 | 37.34% |
| October 31, 2021 | 37.34% |
| September 30, 2021 | 37.34% |
| August 31, 2021 | 37.34% |
| July 31, 2021 | 37.34% |
| June 30, 2021 | 37.34% |
| May 31, 2021 | 37.34% |
| April 30, 2021 | 37.34% |
| March 31, 2021 | 37.34% |
| February 28, 2021 | 37.34% |
| January 31, 2021 | 37.34% |
| December 31, 2020 | 37.34% |
| November 30, 2020 | 37.34% |
| October 31, 2020 | 37.34% |
| September 30, 2020 | 37.34% |
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
15.42%
Minimum
Nov 2019
37.34%
Maximum
Mar 2020
35.88%
Average
37.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Intercontinental Exchange Inc | 34.31% |
| Cboe Global Markets Inc | 43.22% |
| S&P Global Inc | 39.77% |
| Nasdaq Inc | 38.28% |
| Robinhood Markets Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.709 |
| Beta (5Y) | 0.5511 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.07% |
| Historical Sharpe Ratio (5Y) | 0.1543 |
| Historical Sortino (5Y) | 0.1997 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.62% |