CME Group Inc
Provider: Exchange
| Annualised Return | 8.63% |
| Realised Volatility | 26.26% |
| Downside Volatility | 16.08% |
| Max Drawdown | -73.95% |
| Winning months | 53.15% |
| Sharpe Ratio | 0.33 |
| Sortino Ratio | 0.54 |
| Calmar Ratio | 0.12 |
| Viking Ratio | 0.33 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.85% | 7.29% | 5.06% | 4.44% | 4.3% | -7.5% | 15.68% | ||||||
| 2024 | -2.26% | 7.05% | -1.78% | -2.62% | -3.18% | -2.59% | -1.47% | 11.37% | 2.81% | 2.13% | 5.61% | 0.48% | 15.41% |
| 2023 | 5.05% | 4.92% | 3.95% | -3% | -3.78% | 4.29% | 7.38% | 1.87% | -0.68% | 6.61% | 2.3% | -0.63% | 31.32% |
| 2022 | 0.46% | 3.06% | 1.02% | -7.79% | -9.35% | 3.47% | -2.55% | -1.94% | -8.99% | -2.16% | 1.85% | -1.63% | -22.89% |
| 2021 | -0.17% | 9.88% | 2.7% | -1.1% | 8.3% | -2.38% | -0.26% | -4.91% | -3.69% | 14.05% | -0.01% | 5.5% | 29.47% |
| 2020 | 8.17% | -8.42% | -12.69% | 3.07% | 2.46% | -10.59% | 2.24% | 5.83% | -4.38% | -9.92% | 16.13% | 5.96% | -6.34% |
| 2019 | -3.1% | -0.2% | -9.14% | 8.7% | 7.39% | 1.41% | 0.16% | 11.76% | -2.41% | -2.65% | -1.47% | 0.61% | 9.67% |
| 2018 | 5.09% | 8.26% | -2.25% | -2.51% | 3.31% | 1.03% | -2.93% | 9.81% | -2.19% | 7.66% | 3.73% | 0.3% | 32.15% |
| 2017 | 4.97% | 0.31% | -1.66% | -2.2% | 0.95% | 7.38% | -2.09% | 2.59% | 8.41% | 1.1% | 9.02% | 0.45% | 32.35% |
| 2016 | -0.83% | 1.77% | 5.72% | -4.31% | 6.51% | 0.12% | 4.97% | 5.98% | -2.99% | -4.23% | 12.8% | 5.52% | 33.93% |
| 2015 | -3.78% | 12.46% | -0.76% | -4.01% | 3.62% | -0.69% | 3.2% | -1.67% | -1.27% | 1.87% | 3.37% | -3.81% | 7.65% |
| 2014 | -4.72% | -1.26% | 0.88% | -4.89% | 2.29% | -0.79% | 4.21% | 3.53% | 5.09% | 4.82% | 0.99% | 7.62% | 18.33% |
| 2013 | 14.15% | 3.16% | 3.67% | -0.9% | 11.62% | 12.54% | -2.49% | -3.99% | 4.54% | 0.45% | 10.48% | -0.65% | 64.01% |
| 2012 | -1.71% | 20.87% | 1.87% | -8.13% | -3.1% | 4.96% | -2.82% | 5.35% | 5.21% | -2.37% | -1.18% | -5.23% | 11.38% |
| 2011 | -4.1% | 0.88% | -2.68% | -1.92% | -3.38% | 2.57% | -0.82% | -7.63% | -7.25% | 11.83% | -9.54% | -1.67% | -22.65% |
| 2010 | -14.63% | 5.18% | 5.17% | 4.16% | -3.83% | -10.74% | -0.98% | -10.99% | 5.42% | 11.21% | -0.55% | 12.11% | -2.72% |
| 2009 | -16.43% | 4.88% | 35.94% | -10.16% | 45.31% | -2.94% | -10.38% | 4.38% | 6.34% | -1.81% | 8.47% | 2.72% | 64.3% |
| 2008 | -10% | -16.86% | -8.41% | -2.48% | -5.93% | -10.69% | -6.02% | -6.87% | 12.58% | -24.05% | -24.88% | -1.23% | -68.83% |
| 2007 | 6.98% | -4.29% | -1.09% | -2.95% | 2.76% | 0.79% | 3.39% | 0.42% | 6.03% | 13.43% | -1.15% | 4.29% | 31.05% |