CME Group, Inc. (CME)
263.14
-1.96
(-0.74%)
USD |
NASDAQ |
Oct 02, 16:00
263.08
-0.06
(-0.02%)
After-Hours: 20:00
CME Group Max Drawdown (5Y) : 31.74% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 31.74% |
| August 31, 2026 | 31.74% |
| July 31, 2026 | 31.74% |
| June 30, 2026 | 31.74% |
| May 31, 2026 | 31.74% |
| April 30, 2026 | 31.74% |
| March 31, 2026 | 31.74% |
| February 28, 2026 | 31.74% |
| January 31, 2026 | 31.74% |
| December 31, 2025 | 31.74% |
| November 30, 2025 | 31.74% |
| October 31, 2025 | 31.80% |
| September 30, 2025 | 32.20% |
| August 31, 2025 | 32.20% |
| July 31, 2025 | 32.20% |
| June 30, 2025 | 32.20% |
| May 31, 2025 | 32.20% |
| April 30, 2025 | 32.20% |
| March 31, 2025 | 32.20% |
| February 28, 2025 | 37.34% |
| January 31, 2025 | 37.34% |
| December 31, 2024 | 37.34% |
| November 30, 2024 | 37.34% |
| October 31, 2024 | 37.34% |
| September 30, 2024 | 37.34% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 37.34% |
| August 31, 2022 | 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Intercontinental Exchange, Inc. | 34.31% |
| Nasdaq, Inc. | 32.84% |
| Cboe Global Markets, Inc. | 36.73% |
| Coinbase Global, Inc. | 90.90% |
| Robinhood Markets, Inc. | 90.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.650 |
| Beta (5Y) | 0.2385 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.09% |
| Historical Sharpe Ratio (5Y) | 0.3502 |
| Historical Sortino (5Y) | 0.4886 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.75% |