Nasdaq Inc (NDAQ)
74.32
+0.40
(+0.54%)
USD |
NASDAQ |
Nov 01, 16:00
74.50
+0.18
(+0.24%)
After-Hours: 20:00
Nasdaq Max Drawdown (5Y): 38.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 38.28% |
September 30, 2024 | 38.28% |
August 31, 2024 | 38.28% |
July 31, 2024 | 38.28% |
June 30, 2024 | 38.28% |
May 31, 2024 | 38.28% |
April 30, 2024 | 38.28% |
March 31, 2024 | 38.28% |
February 29, 2024 | 38.28% |
January 31, 2024 | 38.28% |
December 31, 2023 | 38.28% |
November 30, 2023 | 38.28% |
October 31, 2023 | 38.28% |
September 30, 2023 | 38.28% |
August 31, 2023 | 38.28% |
July 31, 2023 | 38.28% |
June 30, 2023 | 38.28% |
May 31, 2023 | 38.28% |
April 30, 2023 | 38.28% |
March 31, 2023 | 38.28% |
February 28, 2023 | 38.28% |
January 31, 2023 | 38.28% |
December 31, 2022 | 38.28% |
November 30, 2022 | 38.28% |
October 31, 2022 | 38.28% |
Date | Value |
---|---|
September 30, 2022 | 38.28% |
August 31, 2022 | 38.28% |
July 31, 2022 | 38.28% |
June 30, 2022 | 38.28% |
May 31, 2022 | 38.28% |
April 30, 2022 | 38.28% |
March 31, 2022 | 38.28% |
February 28, 2022 | 38.28% |
January 31, 2022 | 38.28% |
December 31, 2021 | 38.28% |
November 30, 2021 | 38.28% |
October 31, 2021 | 38.28% |
September 30, 2021 | 38.28% |
August 31, 2021 | 38.28% |
July 31, 2021 | 38.28% |
June 30, 2021 | 38.28% |
May 31, 2021 | 38.28% |
April 30, 2021 | 38.28% |
March 31, 2021 | 38.28% |
February 28, 2021 | 38.28% |
January 31, 2021 | 38.28% |
December 31, 2020 | 38.28% |
November 30, 2020 | 38.28% |
October 31, 2020 | 38.28% |
September 30, 2020 | 38.28% |
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
19.88%
Minimum
Nov 2019
38.28%
Maximum
Mar 2020
37.05%
Average
38.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Intercontinental Exchange Inc | 34.31% |
S&P Global Inc | 39.77% |
Moodys Corp | 42.01% |
MSCI Inc | 43.74% |
Cboe Global Markets Inc | 43.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.437 |
Beta (5Y) | 0.9517 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.61% |
Historical Sharpe Ratio (5Y) | 0.6528 |
Historical Sortino (5Y) | 0.9337 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.00% |