StoneX Group Inc (SNEX)
95.22
-0.59
(-0.62%)
USD |
NASDAQ |
Nov 15, 13:46
StoneX Group Max Drawdown (5Y): 48.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.65% |
| September 30, 2024 | 48.65% |
| August 31, 2024 | 48.65% |
| July 31, 2024 | 48.65% |
| June 30, 2024 | 48.65% |
| May 31, 2024 | 48.65% |
| April 30, 2024 | 48.65% |
| March 31, 2024 | 48.65% |
| February 29, 2024 | 48.65% |
| January 31, 2024 | 48.65% |
| December 31, 2023 | 48.65% |
| November 30, 2023 | 48.65% |
| October 31, 2023 | 48.65% |
| September 30, 2023 | 48.65% |
| August 31, 2023 | 48.65% |
| July 31, 2023 | 48.65% |
| June 30, 2023 | 48.65% |
| May 31, 2023 | 48.65% |
| April 30, 2023 | 48.65% |
| March 31, 2023 | 48.65% |
| February 28, 2023 | 48.65% |
| January 31, 2023 | 48.65% |
| December 31, 2022 | 48.65% |
| November 30, 2022 | 48.65% |
| October 31, 2022 | 48.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.65% |
| August 31, 2022 | 48.65% |
| July 31, 2022 | 48.65% |
| June 30, 2022 | 48.65% |
| May 31, 2022 | 48.65% |
| April 30, 2022 | 48.65% |
| March 31, 2022 | 48.65% |
| February 28, 2022 | 48.65% |
| January 31, 2022 | 48.65% |
| December 31, 2021 | 48.65% |
| November 30, 2021 | 48.65% |
| October 31, 2021 | 48.65% |
| September 30, 2021 | 48.65% |
| August 31, 2021 | 48.65% |
| July 31, 2021 | 48.65% |
| June 30, 2021 | 48.65% |
| May 31, 2021 | 48.65% |
| April 30, 2021 | 48.65% |
| March 31, 2021 | 48.65% |
| February 28, 2021 | 48.65% |
| January 31, 2021 | 48.65% |
| December 31, 2020 | 48.65% |
| November 30, 2020 | 48.65% |
| October 31, 2020 | 48.65% |
| September 30, 2020 | 48.65% |
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
39.38%
Minimum
Nov 2019
48.65%
Maximum
Mar 2020
48.04%
Average
48.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Riot Platforms Inc | 98.32% |
| BGC Group Inc | 73.98% |
| MarketAxess Holdings Inc | 66.14% |
| Siebert Financial Corp | 94.06% |
| Mawson Infrastructure Group Inc | 99.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.51 |
| Beta (5Y) | 0.7502 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.34% |
| Historical Sharpe Ratio (5Y) | 0.7336 |
| Historical Sortino (5Y) | 1.092 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.80% |