Morningstar, Inc. (MORN)
180.20
-5.86
(-3.15%)
USD |
NASDAQ |
Jun 11, 12:29
Morningstar Max Drawdown (5Y) : 56.69% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 56.69% |
| April 30, 2026 | 56.69% |
| March 31, 2026 | 56.69% |
| February 28, 2026 | 56.69% |
| January 31, 2026 | 49.91% |
| December 31, 2025 | 49.91% |
| November 30, 2025 | 49.91% |
| October 31, 2025 | 49.91% |
| September 30, 2025 | 49.91% |
| August 31, 2025 | 49.91% |
| July 31, 2025 | 49.91% |
| June 30, 2025 | 49.91% |
| May 31, 2025 | 49.91% |
| April 30, 2025 | 49.91% |
| March 31, 2025 | 49.91% |
| February 28, 2025 | 49.91% |
| January 31, 2025 | 49.91% |
| December 31, 2024 | 49.91% |
| November 30, 2024 | 49.91% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| BlackRock, Inc. | 43.88% |
| T. Rowe Price Group, Inc. | 58.20% |
| Moelis & Co. | 53.05% |
| DigitalBridge Group, Inc. | 79.83% |
| Ares Management Corp. | 49.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.57 |
| Beta (5Y) | 0.9979 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.61% |
| Historical Sharpe Ratio (5Y) | -0.2693 |
| Historical Sortino (5Y) | -0.4306 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.34% |