Intercontinental Exchange Inc (ICE)
154.64
-1.23
(-0.79%)
USD |
NYSE |
Nov 01, 16:00
154.67
+0.03
(+0.02%)
After-Hours: 20:00
Intercontinental Exchange Max Drawdown (5Y): 34.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 34.31% |
September 30, 2024 | 34.31% |
August 31, 2024 | 34.31% |
July 31, 2024 | 34.31% |
June 30, 2024 | 34.31% |
May 31, 2024 | 34.31% |
April 30, 2024 | 34.31% |
March 31, 2024 | 34.31% |
February 29, 2024 | 34.31% |
January 31, 2024 | 34.31% |
December 31, 2023 | 34.31% |
November 30, 2023 | 34.31% |
October 31, 2023 | 34.31% |
September 30, 2023 | 34.31% |
August 31, 2023 | 34.31% |
July 31, 2023 | 34.31% |
June 30, 2023 | 34.31% |
May 31, 2023 | 34.31% |
April 30, 2023 | 34.31% |
March 31, 2023 | 34.31% |
February 28, 2023 | 34.31% |
January 31, 2023 | 34.31% |
December 31, 2022 | 34.31% |
November 30, 2022 | 34.31% |
October 31, 2022 | 34.31% |
Date | Value |
---|---|
September 30, 2022 | 34.31% |
August 31, 2022 | 34.31% |
July 31, 2022 | 34.31% |
June 30, 2022 | 34.31% |
May 31, 2022 | 32.99% |
April 30, 2022 | 32.99% |
March 31, 2022 | 32.99% |
February 28, 2022 | 32.99% |
January 31, 2022 | 32.99% |
December 31, 2021 | 32.99% |
November 30, 2021 | 32.99% |
October 31, 2021 | 32.99% |
September 30, 2021 | 32.99% |
August 31, 2021 | 32.99% |
July 31, 2021 | 32.99% |
June 30, 2021 | 32.99% |
May 31, 2021 | 32.99% |
April 30, 2021 | 32.99% |
March 31, 2021 | 32.99% |
February 28, 2021 | 32.99% |
January 31, 2021 | 32.99% |
December 31, 2020 | 32.99% |
November 30, 2020 | 32.99% |
October 31, 2020 | 32.99% |
September 30, 2020 | 32.99% |
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
13.85%
Minimum
Nov 2019
34.31%
Maximum
Jun 2022
32.36%
Average
32.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cboe Global Markets Inc | 43.22% |
Nasdaq Inc | 38.28% |
CME Group Inc | 37.34% |
Dun & Bradstreet Holdings Inc | -- |
Morningstar Inc | 49.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.328 |
Beta (5Y) | 1.084 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.14% |
Historical Sharpe Ratio (5Y) | 0.4005 |
Historical Sortino (5Y) | 0.5417 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.43% |