Intercontinental Exchange Inc (ICE)

150.31 +2.02 (+1.36%) USD  |  NYSE  |  Dec 20, 16:00
151.29 +0.98 (+0.65%) Pre-Market: 20:00
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Intercontinental Exchange Max Drawdown (5Y): 34.31% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Cboe Global Markets Inc 43.22%
Nasdaq Inc 38.28%
CME Group Inc 37.34%
Dun & Bradstreet Holdings Inc --
S&P Global Inc 39.77%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.068
Beta (5Y) 1.082
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.22%
Historical Sharpe Ratio (5Y) 0.4286
Historical Sortino (5Y) 0.5927
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.43%