Moelis & Co. (MC)
68.91
+2.11
(+3.16%)
USD |
NYSE |
Jun 11, 16:00
68.91
0.00 (0.00%)
After-Hours: 20:00
Moelis Max Drawdown (5Y) : 53.05% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2022 | 58.34% |
| July 31, 2022 | 58.34% |
| June 30, 2022 | 58.34% |
| May 31, 2022 | 58.34% |
| April 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% |
| Morgan Stanley | 32.39% |
| Ares Management Corp. | 49.98% |
| Affiliated Managers Group, Inc. | 46.74% |
| Franklin Resources, Inc. | 47.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.00 |
| Beta (5Y) | 1.857 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.84% |
| Historical Sharpe Ratio (5Y) | 0.1731 |
| Historical Sortino (5Y) | 0.3375 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.94% |