Moelis & Co (MC)
65.74
-1.19
(-1.78%)
USD |
NYSE |
Nov 04, 16:00
65.70
-0.04
(-0.05%)
After-Hours: 20:00
Moelis Max Drawdown (5Y): 58.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 58.34% |
| February 28, 2022 | 58.34% |
| January 31, 2022 | 58.34% |
| December 31, 2021 | 58.34% |
| November 30, 2021 | 58.34% |
| October 31, 2021 | 58.34% |
| September 30, 2021 | 58.34% |
| August 31, 2021 | 58.34% |
| July 31, 2021 | 58.34% |
| June 30, 2021 | 58.34% |
| May 31, 2021 | 58.34% |
| April 30, 2021 | 58.34% |
| March 31, 2021 | 58.34% |
| February 28, 2021 | 58.34% |
| January 31, 2021 | 58.34% |
| December 31, 2020 | 58.34% |
| November 30, 2020 | 58.34% |
| October 31, 2020 | 58.34% |
| September 30, 2020 | 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
50.03%
Minimum
Nov 2019
58.34%
Maximum
Mar 2020
57.78%
Average
58.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Stifel Financial Corp | 51.89% |
| State Street Corp | 59.60% |
| LPL Financial Holdings Inc | 60.33% |
| OFS Capital Corp | 69.09% |
| Huntwicke Capital Group Inc | 44.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.251 |
| Beta (5Y) | 1.340 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.79% |
| Historical Sharpe Ratio (5Y) | 0.5039 |
| Historical Sortino (5Y) | 0.9206 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.76% |