S&P Global, Inc. (SPGI)
473.59
+5.08
(+1.08%)
USD |
NYSE |
Nov 13, 16:00
473.14
-0.45
(-0.10%)
After-Hours: 19:59
S&P Global Max Drawdown (5Y) : 39.77% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 39.77% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2024 | 39.77% |
| 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% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Moody's Corp. | 41.66% |
| CME Group, Inc. | 31.74% |
| Intercontinental Exchange, Inc. | 34.31% |
| Nasdaq, Inc. | 32.84% |
| CreditRiskMonitor.com, Inc. | 48.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.70 |
| Beta (5Y) | 1.034 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.95% |
| Historical Sharpe Ratio (5Y) | -0.0851 |
| Historical Sortino (5Y) | -0.1273 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.82% |