Microsoft Corp (MSFT)
406.66
+8.82
(+2.22%)
USD |
NASDAQ |
May 03, 16:00
407.22
+0.56
(+0.14%)
Pre-Market: 20:00
Microsoft Max Drawdown (5Y): 37.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.14% |
March 31, 2024 | 37.14% |
February 29, 2024 | 37.14% |
January 31, 2024 | 37.14% |
December 31, 2023 | 37.14% |
November 30, 2023 | 37.14% |
October 31, 2023 | 37.14% |
September 30, 2023 | 37.14% |
August 31, 2023 | 37.14% |
July 31, 2023 | 37.14% |
June 30, 2023 | 37.14% |
May 31, 2023 | 37.14% |
April 30, 2023 | 37.14% |
March 31, 2023 | 37.14% |
February 28, 2023 | 37.14% |
January 31, 2023 | 37.14% |
December 31, 2022 | 37.14% |
November 30, 2022 | 37.14% |
October 31, 2022 | 33.87% |
September 30, 2022 | 31.67% |
August 31, 2022 | 29.07% |
July 31, 2022 | 29.07% |
June 30, 2022 | 29.07% |
May 31, 2022 | 28.04% |
April 30, 2022 | 28.04% |
Date | Value |
---|---|
March 31, 2022 | 28.04% |
February 28, 2022 | 28.04% |
January 31, 2022 | 28.04% |
December 31, 2021 | 28.04% |
November 30, 2021 | 28.04% |
October 31, 2021 | 28.04% |
September 30, 2021 | 28.04% |
August 31, 2021 | 28.04% |
July 31, 2021 | 28.04% |
June 30, 2021 | 28.04% |
May 31, 2021 | 28.04% |
April 30, 2021 | 28.04% |
March 31, 2021 | 28.04% |
February 28, 2021 | 28.04% |
January 31, 2021 | 28.04% |
December 31, 2020 | 28.04% |
November 30, 2020 | 28.04% |
October 31, 2020 | 28.04% |
September 30, 2020 | 28.04% |
August 31, 2020 | 28.04% |
July 31, 2020 | 28.04% |
June 30, 2020 | 28.04% |
May 31, 2020 | 28.04% |
April 30, 2020 | 28.04% |
March 31, 2020 | 28.04% |
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
18.22%
Minimum
May 2019
37.14%
Maximum
Nov 2022
29.34%
Average
28.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Adobe Inc | 60.02% |
Cadence Design Systems Inc | 32.12% |
Salesforce Inc | 58.62% |
Synopsys Inc | 34.25% |
CrowdStrike Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.66 |
Beta (5Y) | 0.8928 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.13% |
Historical Sharpe Ratio (5Y) | 0.9782 |
Historical Sortino (5Y) | 1.568 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.20% |