Morningstar Inc (MORN)
328.41
+0.36
(+0.11%)
USD |
NASDAQ |
Nov 01, 16:00
328.30
-0.11
(-0.03%)
After-Hours: 20:00
Morningstar Max Drawdown (5Y): 49.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.91% |
| September 30, 2024 | 49.91% |
| August 31, 2024 | 49.91% |
| July 31, 2024 | 49.91% |
| June 30, 2024 | 49.91% |
| May 31, 2024 | 49.91% |
| April 30, 2024 | 49.91% |
| March 31, 2024 | 49.91% |
| February 29, 2024 | 49.91% |
| January 31, 2024 | 49.91% |
| December 31, 2023 | 49.91% |
| November 30, 2023 | 49.91% |
| October 31, 2023 | 49.91% |
| September 30, 2023 | 49.91% |
| August 31, 2023 | 49.91% |
| July 31, 2023 | 49.91% |
| June 30, 2023 | 49.91% |
| May 31, 2023 | 49.91% |
| April 30, 2023 | 49.91% |
| March 31, 2023 | 47.33% |
| February 28, 2023 | 39.81% |
| January 31, 2023 | 39.34% |
| December 31, 2022 | 39.34% |
| November 30, 2022 | 39.34% |
| October 31, 2022 | 39.34% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.18% |
| August 31, 2022 | 35.42% |
| July 31, 2022 | 35.42% |
| June 30, 2022 | 35.42% |
| May 31, 2022 | 35.42% |
| April 30, 2022 | 35.42% |
| March 31, 2022 | 35.42% |
| February 28, 2022 | 35.42% |
| January 31, 2022 | 35.42% |
| December 31, 2021 | 35.42% |
| November 30, 2021 | 35.42% |
| October 31, 2021 | 35.42% |
| September 30, 2021 | 35.42% |
| August 31, 2021 | 35.42% |
| July 31, 2021 | 35.42% |
| June 30, 2021 | 35.42% |
| May 31, 2021 | 35.42% |
| April 30, 2021 | 35.42% |
| March 31, 2021 | 35.42% |
| February 28, 2021 | 35.42% |
| January 31, 2021 | 35.42% |
| December 31, 2020 | 35.42% |
| November 30, 2020 | 35.42% |
| October 31, 2020 | 35.42% |
| September 30, 2020 | 35.42% |
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
25.71%
Minimum
Nov 2019
49.91%
Maximum
Apr 2023
39.96%
Average
35.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| FactSet Research Systems Inc | 33.56% |
| Moodys Corp | 42.01% |
| MSCI Inc | 43.74% |
| CME Group Inc | 37.34% |
| Nasdaq Inc | 38.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.686 |
| Beta (5Y) | 1.180 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.17% |
| Historical Sharpe Ratio (5Y) | 0.4211 |
| Historical Sortino (5Y) | 0.6266 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.15% |