StoneX Group Inc (SNEX)
71.55
+0.59
(+0.83%)
USD |
NASDAQ |
Apr 26, 16:00
71.55
0.00 (0.00%)
After-Hours: 19:28
StoneX Group Max Drawdown (5Y): 48.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 48.65% |
July 31, 2020 | 48.65% |
June 30, 2020 | 48.65% |
May 31, 2020 | 48.65% |
April 30, 2020 | 48.65% |
March 31, 2020 | 48.65% |
February 29, 2020 | 39.38% |
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
37.93%
Minimum
Apr 2019
48.65%
Maximum
Mar 2020
46.92%
Average
48.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BlackRock Inc | 43.88% |
Riot Platforms Inc | 98.32% |
BGC Group Inc | 84.16% |
MarketAxess Holdings Inc | 65.03% |
Siebert Financial Corp | 94.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.746 |
Beta (5Y) | 0.8737 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.54% |
Historical Sharpe Ratio (5Y) | 0.567 |
Historical Sortino (5Y) | 0.8894 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.01% |