Interactive Brokers Group Inc (IBKR)
191.62
-0.09
(-0.05%)
USD |
NASDAQ |
Nov 22, 16:00
191.60
-0.02
(-0.01%)
After-Hours: 20:00
Interactive Brokers Group Max Drawdown (5Y): 55.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.08% |
| September 30, 2024 | 55.08% |
| August 31, 2024 | 55.08% |
| July 31, 2024 | 55.08% |
| June 30, 2024 | 55.08% |
| May 31, 2024 | 55.08% |
| April 30, 2024 | 55.08% |
| March 31, 2024 | 55.08% |
| February 29, 2024 | 55.08% |
| January 31, 2024 | 55.08% |
| December 31, 2023 | 55.08% |
| November 30, 2023 | 55.08% |
| October 31, 2023 | 55.08% |
| September 30, 2023 | 55.08% |
| August 31, 2023 | 55.08% |
| July 31, 2023 | 55.08% |
| June 30, 2023 | 55.08% |
| May 31, 2023 | 55.08% |
| April 30, 2023 | 55.08% |
| March 31, 2023 | 55.08% |
| February 28, 2023 | 55.08% |
| January 31, 2023 | 55.08% |
| December 31, 2022 | 55.08% |
| November 30, 2022 | 55.08% |
| October 31, 2022 | 55.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.08% |
| August 31, 2022 | 55.08% |
| July 31, 2022 | 55.08% |
| June 30, 2022 | 55.08% |
| May 31, 2022 | 55.08% |
| April 30, 2022 | 55.08% |
| March 31, 2022 | 55.08% |
| February 28, 2022 | 55.08% |
| January 31, 2022 | 55.08% |
| December 31, 2021 | 55.08% |
| November 30, 2021 | 55.08% |
| October 31, 2021 | 55.08% |
| September 30, 2021 | 55.08% |
| August 31, 2021 | 55.08% |
| July 31, 2021 | 55.08% |
| June 30, 2021 | 55.08% |
| May 31, 2021 | 55.08% |
| April 30, 2021 | 55.08% |
| March 31, 2021 | 55.08% |
| February 28, 2021 | 55.08% |
| January 31, 2021 | 55.08% |
| December 31, 2020 | 55.08% |
| November 30, 2020 | 55.08% |
| October 31, 2020 | 55.08% |
| September 30, 2020 | 55.08% |
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
43.58%
Minimum
Nov 2019
55.08%
Maximum
Mar 2020
54.32%
Average
55.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Charles Schwab Corp | 51.08% |
| BlackRock Inc | 43.88% |
| Robinhood Markets Inc | -- |
| Morgan Stanley | 51.33% |
| Jefferies Financial Group Inc | 51.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.50 |
| Beta (5Y) | 0.7890 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.51% |
| Historical Sharpe Ratio (5Y) | 0.7834 |
| Historical Sortino (5Y) | 1.290 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.90% |