Nasdaq Inc (NDAQ)

78.92 +0.98 (+1.26%) USD  |  NASDAQ  |  Dec 24, 16:00
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Nasdaq Max Drawdown (5Y): 38.28% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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%
Intercontinental Exchange Inc 34.31%
S&P Global Inc 39.77%
CME Group Inc 37.34%
Moodys Corp 42.01%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.349
Beta (5Y) 0.9675
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.78%
Historical Sharpe Ratio (5Y) 0.7087
Historical Sortino (5Y) 1.020
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.00%