Moelis & Co. (MC)
56.92
-1.46
(-2.50%)
USD |
NYSE |
Nov 06, 16:00
56.64
-0.28
(-0.49%)
After-Hours: 20:00
Moelis Max Drawdown (5Y) : 53.05% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 53.05% |
| September 30, 2026 | 53.05% |
| August 31, 2026 | 53.05% |
| July 31, 2026 | 53.05% |
| June 30, 2026 | 53.05% |
| May 31, 2026 | 53.05% |
| April 30, 2026 | 53.05% |
| March 31, 2026 | 53.05% |
| February 28, 2026 | 53.05% |
| January 31, 2026 | 53.05% |
| December 31, 2025 | 53.05% |
| November 30, 2025 | 53.05% |
| October 31, 2025 | 53.05% |
| September 30, 2025 | 53.05% |
| August 31, 2025 | 53.05% |
| July 31, 2025 | 53.05% |
| June 30, 2025 | 53.05% |
| May 31, 2025 | 53.05% |
| April 30, 2025 | 53.05% |
| March 31, 2025 | 53.65% |
| February 28, 2025 | 58.34% |
| January 31, 2025 | 58.34% |
| December 31, 2024 | 58.34% |
| November 30, 2024 | 58.34% |
| October 31, 2024 | 58.34% |
| Date | Value |
|---|---|
| September 30, 2024 | 58.34% |
| August 31, 2024 | 58.34% |
| July 31, 2024 | 58.34% |
| June 30, 2024 | 58.34% |
| May 31, 2024 | 58.34% |
| April 30, 2024 | 58.34% |
| March 31, 2024 | 58.34% |
| February 29, 2024 | 58.34% |
| January 31, 2024 | 58.34% |
| December 31, 2023 | 58.34% |
| November 30, 2023 | 58.34% |
| October 31, 2023 | 58.34% |
| September 30, 2023 | 58.34% |
| August 31, 2023 | 58.34% |
| July 31, 2023 | 58.34% |
| June 30, 2023 | 58.34% |
| May 31, 2023 | 58.34% |
| April 30, 2023 | 58.34% |
| March 31, 2023 | 58.34% |
| February 28, 2023 | 58.34% |
| January 31, 2023 | 58.34% |
| December 31, 2022 | 58.34% |
| November 30, 2022 | 58.34% |
| October 31, 2022 | 58.34% |
| September 30, 2022 | 58.34% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Lazard, Inc. | 44.24% |
| Perella Weinberg Partners | 60.42% |
| Raymond James Financial, Inc. | 32.11% |
| PJT Partners, Inc. | 37.79% |
| Affiliated Managers Group, Inc. | 46.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.32 |
| Beta (5Y) | 1.875 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.16% |
| Historical Sharpe Ratio (5Y) | -0.0749 |
| Historical Sortino (5Y) | -0.1483 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.96% |