Cboe Global Markets Inc (CBOE)
168.20
-0.51
(-0.30%)
USD |
BATS |
Jun 14, 13:07
Cboe Global Markets Max Drawdown (5Y): 43.22% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 43.22% |
April 30, 2024 | 43.22% |
March 31, 2024 | 43.22% |
February 29, 2024 | 43.22% |
January 31, 2024 | 43.22% |
December 31, 2023 | 43.22% |
November 30, 2023 | 43.22% |
October 31, 2023 | 43.22% |
September 30, 2023 | 43.22% |
August 31, 2023 | 43.22% |
July 31, 2023 | 43.22% |
June 30, 2023 | 43.22% |
May 31, 2023 | 43.22% |
April 30, 2023 | 43.22% |
March 31, 2023 | 43.22% |
February 28, 2023 | 43.22% |
January 31, 2023 | 43.22% |
December 31, 2022 | 43.22% |
November 30, 2022 | 43.22% |
October 31, 2022 | 43.22% |
September 30, 2022 | 43.22% |
August 31, 2022 | 43.22% |
July 31, 2022 | 43.22% |
June 30, 2022 | 43.22% |
May 31, 2022 | 43.22% |
Date | Value |
---|---|
April 30, 2022 | 43.22% |
March 31, 2022 | 43.22% |
February 28, 2022 | 43.22% |
January 31, 2022 | 43.22% |
December 31, 2021 | 43.22% |
November 30, 2021 | 43.22% |
October 31, 2021 | 43.22% |
September 30, 2021 | 43.22% |
August 31, 2021 | 43.22% |
July 31, 2021 | 43.22% |
June 30, 2021 | 43.22% |
May 31, 2021 | 43.22% |
April 30, 2021 | 43.22% |
March 31, 2021 | 43.22% |
February 28, 2021 | 43.22% |
January 31, 2021 | 43.22% |
December 31, 2020 | 43.22% |
November 30, 2020 | 43.22% |
October 31, 2020 | 43.22% |
September 30, 2020 | 43.22% |
August 31, 2020 | 43.22% |
July 31, 2020 | 43.22% |
June 30, 2020 | 43.22% |
May 31, 2020 | 43.22% |
April 30, 2020 | 43.22% |
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
32.74%
Minimum
Jun 2019
43.22%
Maximum
Mar 2020
41.64%
Average
43.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Intercontinental Exchange Inc | 34.31% |
Nasdaq Inc | 38.28% |
Coinbase Global Inc | -- |
CME Group Inc | 37.34% |
Morningstar Inc | 49.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.7803 |
Beta (5Y) | 0.6228 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.33% |
Historical Sharpe Ratio (5Y) | 0.4171 |
Historical Sortino (5Y) | 0.4798 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.45% |