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Cboe Global Markets Inc

Provider: Exchange
Annualised Return 15.25%
Realised Volatility 23.71%
Downside Volatility 15.81%
Max Drawdown -37.64%
Winning months 59.66%
Sharpe Ratio 0.64
Sortino Ratio 0.96
Calmar Ratio 0.41
Viking Ratio 0.23
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2025 4.41% 4.41%
2024 2.96% 4.73% -4.31% -1.4% -4.2% -1.69% 7.91% 12.27% -0.26% 4.25% 1.36% -9.47% 10.74%
2023 -2.06% 3.07% 6.4% 4.07% -4.86% 4.22% 1.21% 7.57% 4.34% 4.92% 11.51% -1.99% 44.37%
2022 -9.1% -0.64% -2.45% -1.26% -0.15% 0.78% 9% -3.99% -0.51% 6.07% 2.29% -1.08% -2.16%
2021 -1.49% 8.34% -0.27% 5.76% 7.05% 6.96% -0.49% 6.89% -1.82% 6.52% -1.91% 1.13% 42.23%
2020 2.68% -7.21% -21.71% 11.35% 7.5% -12.38% -5.98% 5.15% -4.41% -7.35% 12.85% 1.97% -21.17%
2019 -4.66% 3.17% -0.49% 6.46% 7.13% -4.52% 5.48% 9.34% -3.57% 0.21% 3.56% 0.93% 24.16%
2018 7.87% -16.65% 2.11% -6.42% -8.38% 6.67% -6.67% 4.1% -4.8% 17.6% -4.36% -9.1% -20.6%
2017 7.75% -1.97% 4.2% 1.65% 5.11% 5.82% 3.42% 7.02% 6.68% 5.05% 9.42% 0.94% 70.49%
2016 2.65% -6.18% 4.91% -5.16% 2.73% 5.05% 3.27% 0.2% -5.59% -2.53% 9.4% 7.24% 15.52%
2015 1.66% -6.57% -4.37% -1.98% 4.37% -2.22% 8.32% 2.07% 6.43% -0.06% 7.71% -9.83% 3.76%
2014 0.12% 4.21% 4.76% -5.72% -4.69% -2.9% -1.5% 9.83% 0.94% 10.12% 2.01% 5.86% 23.82%
2013 15% 6.47% 2.84% 1.6% 7.35% 16.19% 7.42% -8.05% -1.44% 7.08% 8.31% 0.35% 80.8%
2012 -1.04% 8.2% 3.08% -6.97% -4.05% 9.62% 2.96% 0.2% 3.48% 0.24% 2.25% 0.77% 19.1%
2011 0.66% 28.6% -1.74% -7.42% -1.86% -6.18% -6.34% 10.12% -3.09% 6.78% 3.49% -3.94% 15.04%
2010 1.48% -18.28% -21.39% -2.93% 18.86% -0.92% -3.5% -28.09%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).