Morningstar Inc (MORN)
292.02
-2.83
(-0.96%)
USD |
NASDAQ |
Apr 18, 16:00
292.02
0.00 (0.00%)
After-Hours: 20:00
Morningstar Max Drawdown (5Y): 49.91% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 35.42% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 35.42% |
| July 31, 2020 | 35.42% |
| June 30, 2020 | 35.42% |
| May 31, 2020 | 35.42% |
| April 30, 2020 | 35.42% |
| March 31, 2020 | 35.42% |
| February 29, 2020 | 25.71% |
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
Aug 2019
49.91%
Maximum
Apr 2023
37.22%
Average
35.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CME Group Inc | 37.34% |
| Nasdaq Inc | 38.28% |
| Value Line Inc | 67.14% |
| Cboe Global Markets Inc | 43.22% |
| Coinbase Global Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.413 |
| Beta (5Y) | 1.149 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.36% |
| Historical Sharpe Ratio (5Y) | 0.5689 |
| Historical Sortino (5Y) | 0.8528 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.15% |