Morgan Stanley Emerging Markets Domestic Debt Fund Inc (EDD)
4.61
+0.04
(+0.88%)
USD |
NYSE |
May 03, 16:00
4.62
+0.01
(+0.22%)
After-Hours: 20:00
EDD Max Drawdown (5Y): 42.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.70% |
March 31, 2024 | 42.70% |
February 29, 2024 | 42.70% |
January 31, 2024 | 42.70% |
December 31, 2023 | 42.70% |
November 30, 2023 | 42.70% |
October 31, 2023 | 42.70% |
September 30, 2023 | 42.70% |
August 31, 2023 | 42.70% |
July 31, 2023 | 42.70% |
June 30, 2023 | 42.70% |
May 31, 2023 | 42.70% |
April 30, 2023 | 42.70% |
March 31, 2023 | 42.70% |
February 28, 2023 | 42.70% |
January 31, 2023 | 42.70% |
December 31, 2022 | 42.70% |
November 30, 2022 | 42.70% |
October 31, 2022 | 42.70% |
September 30, 2022 | 42.70% |
August 31, 2022 | 42.70% |
July 31, 2022 | 42.70% |
June 30, 2022 | 42.70% |
May 31, 2022 | 42.70% |
April 30, 2022 | 42.70% |
Date | Value |
---|---|
March 31, 2022 | 42.70% |
February 28, 2022 | 42.70% |
January 31, 2022 | 42.70% |
December 31, 2021 | 42.70% |
November 30, 2021 | 42.70% |
October 31, 2021 | 42.70% |
September 30, 2021 | 42.96% |
August 31, 2021 | 43.20% |
July 31, 2021 | 43.20% |
June 30, 2021 | 43.20% |
May 31, 2021 | 43.20% |
April 30, 2021 | 43.20% |
March 31, 2021 | 43.20% |
February 28, 2021 | 43.20% |
January 31, 2021 | 43.20% |
December 31, 2020 | 45.64% |
November 30, 2020 | 50.18% |
October 31, 2020 | 54.04% |
September 30, 2020 | 54.04% |
August 31, 2020 | 54.04% |
July 31, 2020 | 54.04% |
June 30, 2020 | 54.04% |
May 31, 2020 | 54.04% |
April 30, 2020 | 54.04% |
March 31, 2020 | 54.04% |
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
42.70%
Minimum
Oct 2021
54.04%
Maximum
May 2019
46.34%
Average
42.70%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2932 |
Beta (5Y) | 1.214 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3812 |
Beta (vs YCharts Benchmark) (5Y) | 1.439 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.30% |
Historical Sharpe Ratio (5Y) | -0.1301 |
Historical Sortino (5Y) | -0.1407 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.33% |