Moody's Corporation (MCO)
382.17
+2.91
(+0.77%)
USD |
NYSE |
Apr 23, 16:00
382.22
+0.05
(+0.01%)
Pre-Market: 07:48
Moody's Corporation Max Drawdown (5Y): 42.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 42.01% |
February 29, 2024 | 42.01% |
January 31, 2024 | 42.01% |
December 31, 2023 | 42.01% |
November 30, 2023 | 42.01% |
October 31, 2023 | 42.01% |
September 30, 2023 | 42.01% |
August 31, 2023 | 42.01% |
July 31, 2023 | 42.01% |
June 30, 2023 | 42.01% |
May 31, 2023 | 42.01% |
April 30, 2023 | 42.01% |
March 31, 2023 | 42.01% |
February 28, 2023 | 42.01% |
January 31, 2023 | 42.01% |
December 31, 2022 | 42.01% |
November 30, 2022 | 42.01% |
October 31, 2022 | 42.01% |
September 30, 2022 | 42.01% |
August 31, 2022 | 42.01% |
July 31, 2022 | 42.01% |
June 30, 2022 | 42.01% |
May 31, 2022 | 42.01% |
April 30, 2022 | 42.01% |
March 31, 2022 | 42.01% |
Date | Value |
---|---|
February 28, 2022 | 42.01% |
January 31, 2022 | 42.01% |
December 31, 2021 | 42.01% |
November 30, 2021 | 42.01% |
October 31, 2021 | 42.01% |
September 30, 2021 | 42.01% |
August 31, 2021 | 42.01% |
July 31, 2021 | 42.01% |
June 30, 2021 | 42.01% |
May 31, 2021 | 42.01% |
April 30, 2021 | 42.01% |
March 31, 2021 | 42.01% |
February 28, 2021 | 42.01% |
January 31, 2021 | 42.01% |
December 31, 2020 | 42.01% |
November 30, 2020 | 42.01% |
October 31, 2020 | 42.01% |
September 30, 2020 | 42.01% |
August 31, 2020 | 42.01% |
July 31, 2020 | 42.01% |
June 30, 2020 | 42.01% |
May 31, 2020 | 42.01% |
April 30, 2020 | 42.01% |
March 31, 2020 | 42.01% |
February 29, 2020 | 30.45% |
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
30.45%
Minimum
Apr 2019
42.01%
Maximum
Mar 2020
39.89%
Average
42.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
S&P Global Inc | 39.77% |
Coinbase Global Inc | -- |
CME Group Inc | 37.34% |
FactSet Research Systems Inc | 33.56% |
Nasdaq Inc | 38.28% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.733 |
Beta (5Y) | 1.266 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.36% |
Historical Sharpe Ratio (5Y) | 0.557 |
Historical Sortino (5Y) | 0.7759 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.75% |