MarketAxess Holdings Inc (MKTX)
287.33
-0.07
(-0.02%)
USD |
NASDAQ |
Nov 04, 16:00
287.35
+0.02
(+0.01%)
After-Hours: 20:00
MarketAxess Holdings Max Drawdown (5Y): 66.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.14% |
| September 30, 2024 | 66.14% |
| August 31, 2024 | 66.14% |
| July 31, 2024 | 66.14% |
| June 30, 2024 | 66.03% |
| May 31, 2024 | 65.39% |
| April 30, 2024 | 65.09% |
| March 31, 2024 | 65.03% |
| February 29, 2024 | 65.03% |
| January 31, 2024 | 65.03% |
| December 31, 2023 | 65.03% |
| November 30, 2023 | 65.03% |
| October 31, 2023 | 65.03% |
| September 30, 2023 | 65.03% |
| August 31, 2023 | 62.41% |
| July 31, 2023 | 62.41% |
| June 30, 2023 | 62.41% |
| May 31, 2023 | 62.41% |
| April 30, 2023 | 62.41% |
| March 31, 2023 | 62.41% |
| February 28, 2023 | 62.41% |
| January 31, 2023 | 62.41% |
| December 31, 2022 | 62.41% |
| November 30, 2022 | 62.41% |
| October 31, 2022 | 62.41% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.41% |
| August 31, 2022 | 58.40% |
| July 31, 2022 | 57.19% |
| June 30, 2022 | 57.19% |
| May 31, 2022 | 57.19% |
| April 30, 2022 | 56.11% |
| March 31, 2022 | 43.76% |
| February 28, 2022 | 43.76% |
| January 31, 2022 | 43.76% |
| December 31, 2021 | 41.44% |
| November 30, 2021 | 39.92% |
| October 31, 2021 | 32.71% |
| September 30, 2021 | 32.71% |
| August 31, 2021 | 32.71% |
| July 31, 2021 | 32.71% |
| June 30, 2021 | 32.71% |
| May 31, 2021 | 32.71% |
| April 30, 2021 | 32.71% |
| March 31, 2021 | 32.71% |
| February 28, 2021 | 32.71% |
| January 31, 2021 | 32.71% |
| December 31, 2020 | 32.71% |
| November 30, 2020 | 32.71% |
| October 31, 2020 | 32.71% |
| September 30, 2020 | 32.71% |
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
24.00%
Minimum
Nov 2019
66.14%
Maximum
Jul 2024
48.57%
Average
56.65%
Median
Max Drawdown (5Y) Benchmarks
| BlackRock Inc | 43.88% |
| Virtu Financial Inc | 56.23% |
| Riot Platforms Inc | 98.32% |
| BGC Group Inc | 73.98% |
| Siebert Financial Corp | 94.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.87 |
| Beta (5Y) | 1.054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.00% |
| Historical Sharpe Ratio (5Y) | -0.1693 |
| Historical Sortino (5Y) | -0.3263 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.29% |