CME Group Inc (CME)

238.53 +1.71 (+0.72%) USD  |  NASDAQ  |  Dec 20, 16:00
238.57 +0.04 (+0.02%) After-Hours: 20:00
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CME Group Max Drawdown (5Y): 37.34% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Intercontinental Exchange Inc 34.31%
Cboe Global Markets Inc 43.22%
Coinbase Global Inc --
FactSet Research Systems Inc 33.56%
Nasdaq Inc 38.28%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.679
Beta (5Y) 0.5627
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.03%
Historical Sharpe Ratio (5Y) 0.2195
Historical Sortino (5Y) 0.2842
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.62%