S&P Global Inc (SPGI)
411.37
-2.00
(-0.48%)
USD |
NYSE |
Apr 19, 15:29
S&P Global Max Drawdown (5Y): 39.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 39.77% |
| February 29, 2024 | 39.77% |
| January 31, 2024 | 39.77% |
| December 31, 2023 | 39.77% |
| November 30, 2023 | 39.77% |
| October 31, 2023 | 39.77% |
| September 30, 2023 | 39.77% |
| August 31, 2023 | 39.77% |
| July 31, 2023 | 39.77% |
| June 30, 2023 | 39.77% |
| May 31, 2023 | 39.77% |
| April 30, 2023 | 39.77% |
| March 31, 2023 | 39.77% |
| February 28, 2023 | 39.77% |
| January 31, 2023 | 39.77% |
| December 31, 2022 | 39.77% |
| November 30, 2022 | 39.77% |
| October 31, 2022 | 39.77% |
| September 30, 2022 | 38.13% |
| August 31, 2022 | 38.13% |
| July 31, 2022 | 38.13% |
| June 30, 2022 | 38.13% |
| May 31, 2022 | 38.13% |
| April 30, 2022 | 38.13% |
| March 31, 2022 | 38.13% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.13% |
| January 31, 2022 | 38.13% |
| December 31, 2021 | 38.13% |
| November 30, 2021 | 38.13% |
| October 31, 2021 | 38.13% |
| September 30, 2021 | 38.13% |
| August 31, 2021 | 38.13% |
| July 31, 2021 | 38.13% |
| June 30, 2021 | 38.13% |
| May 31, 2021 | 38.13% |
| April 30, 2021 | 38.13% |
| March 31, 2021 | 38.13% |
| February 28, 2021 | 38.13% |
| January 31, 2021 | 38.13% |
| December 31, 2020 | 38.13% |
| November 30, 2020 | 38.13% |
| October 31, 2020 | 38.13% |
| September 30, 2020 | 38.13% |
| August 31, 2020 | 38.13% |
| July 31, 2020 | 38.13% |
| June 30, 2020 | 38.13% |
| May 31, 2020 | 38.13% |
| April 30, 2020 | 38.13% |
| March 31, 2020 | 38.13% |
| February 29, 2020 | 25.58% |
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
25.58%
Minimum
Apr 2019
39.77%
Maximum
Oct 2022
36.32%
Average
38.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Moody's Corporation | 42.01% |
| CME Group Inc | 37.34% |
| Morningstar Inc | 49.91% |
| Nasdaq Inc | 38.28% |
| Value Line Inc | 67.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.833 |
| Beta (5Y) | 1.146 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.51% |
| Historical Sharpe Ratio (5Y) | 0.5134 |
| Historical Sortino (5Y) | 0.7538 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.38% |