Moodys Corp (MCO)
456.36
+2.32
(+0.51%)
USD |
NYSE |
Nov 01, 16:00
456.47
+0.11
(+0.02%)
After-Hours: 20:00
Moodys Max Drawdown (5Y): 42.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.01% |
| September 30, 2024 | 42.01% |
| August 31, 2024 | 42.01% |
| July 31, 2024 | 42.01% |
| June 30, 2024 | 42.01% |
| May 31, 2024 | 42.01% |
| April 30, 2024 | 42.01% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
42.01%
Maximum
Mar 2020
41.24%
Average
42.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| S&P Global Inc | 39.77% |
| MSCI Inc | 43.74% |
| Nasdaq Inc | 38.28% |
| Morningstar Inc | 49.91% |
| CME Group Inc | 37.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.493 |
| Beta (5Y) | 1.289 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.42% |
| Historical Sharpe Ratio (5Y) | 0.4979 |
| Historical Sortino (5Y) | 0.7035 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.75% |