Interactive Brokers Group Inc (IBKR)
125.72
-1.82
(-1.43%)
USD |
NASDAQ |
May 31, 16:00
125.78
+0.06
(+0.05%)
Pre-Market: 20:00
Interactive Brokers Group Max Drawdown (5Y): 55.08% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 55.08% |
April 30, 2024 | 55.08% |
March 31, 2024 | 55.08% |
February 29, 2024 | 55.08% |
January 31, 2024 | 55.08% |
December 31, 2023 | 55.08% |
November 30, 2023 | 55.08% |
October 31, 2023 | 55.08% |
September 30, 2023 | 55.08% |
August 31, 2023 | 55.08% |
July 31, 2023 | 55.08% |
June 30, 2023 | 55.08% |
May 31, 2023 | 55.08% |
April 30, 2023 | 55.08% |
March 31, 2023 | 55.08% |
February 28, 2023 | 55.08% |
January 31, 2023 | 55.08% |
December 31, 2022 | 55.08% |
November 30, 2022 | 55.08% |
October 31, 2022 | 55.08% |
September 30, 2022 | 55.08% |
August 31, 2022 | 55.08% |
July 31, 2022 | 55.08% |
June 30, 2022 | 55.08% |
May 31, 2022 | 55.08% |
Date | Value |
---|---|
April 30, 2022 | 55.08% |
March 31, 2022 | 55.08% |
February 28, 2022 | 55.08% |
January 31, 2022 | 55.08% |
December 31, 2021 | 55.08% |
November 30, 2021 | 55.08% |
October 31, 2021 | 55.08% |
September 30, 2021 | 55.08% |
August 31, 2021 | 55.08% |
July 31, 2021 | 55.08% |
June 30, 2021 | 55.08% |
May 31, 2021 | 55.08% |
April 30, 2021 | 55.08% |
March 31, 2021 | 55.08% |
February 28, 2021 | 55.08% |
January 31, 2021 | 55.08% |
December 31, 2020 | 55.08% |
November 30, 2020 | 55.08% |
October 31, 2020 | 55.08% |
September 30, 2020 | 55.08% |
August 31, 2020 | 55.08% |
July 31, 2020 | 55.08% |
June 30, 2020 | 55.08% |
May 31, 2020 | 55.08% |
April 30, 2020 | 55.08% |
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
40.70%
Minimum
Jun 2019
55.08%
Maximum
Mar 2020
53.26%
Average
55.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Charles Schwab Corp | 51.08% |
Coinbase Global Inc | -- |
Robinhood Markets Inc | -- |
Morgan Stanley | 51.33% |
Riot Platforms Inc | 98.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.336 |
Beta (5Y) | 0.8171 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.68% |
Historical Sharpe Ratio (5Y) | 0.585 |
Historical Sortino (5Y) | 0.9805 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.06% |