StoneX Group Inc (SNEX)

94.96 +0.86 (+0.92%) USD  |  NASDAQ  |  Dec 20, 16:00
94.96 0.00 (0.00%) After-Hours: 19:06
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StoneX Group Max Drawdown (5Y): 48.65% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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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) 18.37
Beta (5Y) 0.7820
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.59%
Historical Sharpe Ratio (5Y) 0.8331
Historical Sortino (5Y) 1.248
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.80%