Tradeweb Markets Inc (TW)
146.77
+0.51
(+0.35%)
USD |
NASDAQ |
Mar 28, 16:00
146.00
-0.77
(-0.52%)
After-Hours: 20:00
Tradeweb Markets Max Drawdown (5Y): 48.64% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Ares Capital Corp | 56.84% |
| Capital Southwest Corp | 61.24% |
| Rand Capital Corp | 57.73% |
| PhenixFIN Corp | 94.46% |
| Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.629 |
| Beta (5Y) | 1.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.70% |
| Historical Sharpe Ratio (5Y) | 0.7277 |
| Historical Sortino (5Y) | 1.045 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.27% |