Moodys Corp (MCO)

480.38 +6.62 (+1.40%) USD  |  NYSE  |  Dec 24, 16:00
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Moodys Max Drawdown (5Y): 42.01% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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S&P Global Inc 39.77%
MSCI Inc 43.74%
FactSet Research Systems Inc 33.56%
Nasdaq Inc 38.28%
CME Group Inc 37.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.630
Beta (5Y) 1.300
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.35%
Historical Sharpe Ratio (5Y) 0.5548
Historical Sortino (5Y) 0.7854
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.75%