MarketAxess Holdings, Inc. (MKTX)
162.46
+0.35
(+0.22%)
USD |
NASDAQ |
Aug 24, 16:00
162.59
+0.13
(+0.08%)
Pre-Market: 20:00
MarketAxess Holdings Max Drawdown (5Y) : 76.44% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 76.44% |
| June 30, 2026 | 76.44% |
| May 31, 2026 | 71.92% |
| April 30, 2026 | 71.70% |
| March 31, 2026 | 71.70% |
| February 28, 2026 | 71.70% |
| January 31, 2026 | 71.70% |
| December 31, 2025 | 71.70% |
| November 30, 2025 | 71.70% |
| October 31, 2025 | 71.70% |
| September 30, 2025 | 68.96% |
| August 31, 2025 | 67.48% |
| July 31, 2025 | 66.44% |
| June 30, 2025 | 66.44% |
| May 31, 2025 | 66.44% |
| April 30, 2025 | 66.44% |
| March 31, 2025 | 66.44% |
| February 28, 2025 | 66.44% |
| January 31, 2025 | 66.14% |
| December 31, 2024 | 66.14% |
| November 30, 2024 | 66.14% |
| October 31, 2024 | 66.14% |
| September 30, 2024 | 66.14% |
| August 31, 2024 | 66.14% |
| July 31, 2024 | 66.14% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 62.41% |
| August 31, 2022 | 58.40% |
| July 31, 2022 | 57.19% |
| June 30, 2022 | 57.19% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Intercontinental Exchange, Inc. | 34.31% |
| Tradeweb Markets, Inc. | 48.64% |
| CME Group, Inc. | 31.74% |
| Cboe Global Markets, Inc. | 36.73% |
| Coinbase Global, Inc. | 90.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.61 |
| Beta (5Y) | 0.8295 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.11% |
| Historical Sharpe Ratio (5Y) | -0.6261 |
| Historical Sortino (5Y) | -1.138 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.78% |