S&P Global, Inc. (SPGI)
388.54
+2.27
(+0.59%)
USD |
NYSE |
Oct 05, 13:44
S&P Global Max Drawdown (5Y) : 39.77% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 39.77% |
| August 31, 2026 | 39.77% |
| July 31, 2026 | 39.77% |
| June 30, 2026 | 39.77% |
| May 31, 2026 | 39.77% |
| April 30, 2026 | 39.77% |
| March 31, 2026 | 39.77% |
| February 28, 2026 | 39.77% |
| January 31, 2026 | 39.77% |
| December 31, 2025 | 39.77% |
| November 30, 2025 | 39.77% |
| October 31, 2025 | 39.77% |
| September 30, 2025 | 39.77% |
| August 31, 2025 | 39.77% |
| July 31, 2025 | 39.77% |
| June 30, 2025 | 39.77% |
| May 31, 2025 | 39.77% |
| April 30, 2025 | 39.77% |
| March 31, 2025 | 39.77% |
| February 28, 2025 | 39.77% |
| January 31, 2025 | 39.77% |
| December 31, 2024 | 39.77% |
| November 30, 2024 | 39.77% |
| October 31, 2024 | 39.77% |
| September 30, 2024 | 39.77% |
| Date | Value |
|---|---|
| August 31, 2024 | 39.77% |
| July 31, 2024 | 39.77% |
| June 30, 2024 | 39.77% |
| May 31, 2024 | 39.77% |
| April 30, 2024 | 39.77% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Moody's Corp. | 41.66% |
| Intercontinental Exchange, Inc. | 34.31% |
| CreditRiskMonitor.com, Inc. | 48.79% |
| Coinbase Global, Inc. | 90.90% |
| Pershing Square, Inc. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.24 |
| Beta (5Y) | 1.092 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.65% |
| Historical Sharpe Ratio (5Y) | -0.1292 |
| Historical Sortino (5Y) | -0.1921 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.79% |