Moelis & Co (MC)

73.81 +2.09 (+2.91%) USD  |  NYSE  |  Dec 20, 16:00
73.84 +0.03 (+0.04%) After-Hours: 20:00
More

Moelis Max Drawdown (5Y): 58.34% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MC.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Stifel Financial Corp 51.89%
State Street Corp 59.60%
LPL Financial Holdings Inc 60.33%
OFS Capital Corp 69.09%
Innventure Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 6.602
Beta (5Y) 1.380
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.92%
Historical Sharpe Ratio (5Y) 0.6433
Historical Sortino (5Y) 1.174
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.76%