CME GROUP
Free full Seasonality data:
CME vs SPY 1 Year Daily ReturnsCME has a beta of -0.06. In the past year, CME has been inversely correlated with the S&P500.
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CME Historical BetaSince 2024-08-14, the beta for CME changed by -0.11 and had an average of -0.04.
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CME Sharpe RatioCME has a 1 year sharpe of 2.33 which is +1.99 compared to the S&P500.
Display:
1y
Timeframe:
1y
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CME Daily P/L Normal Distribution
Timeframe:
1y
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CME 1 Year DrawdownCME had a max drawdown of 8.47% in the previous year.
1y
CME Yearly Drawdown Duration