Intercontinental Exchange Inc (ICE)
158.34
+2.57
(+1.65%)
USD |
NYSE |
Nov 21, 16:00
158.34
0.00 (0.00%)
After-Hours: 16:26
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% |