Morningstar Inc (MORN)

340.36 +2.42 (+0.72%) USD  |  NASDAQ  |  Dec 20, 16:00
340.59 +0.23 (+0.07%) After-Hours: 20:00
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Morningstar Max Drawdown (5Y): 49.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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FactSet Research Systems Inc 33.56%
MSCI Inc 43.74%
CME Group Inc 37.34%
Nasdaq Inc 38.28%
Value Line Inc 67.14%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.0596
Beta (5Y) 1.193
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.19%
Historical Sharpe Ratio (5Y) 0.4967
Historical Sortino (5Y) 0.7409
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.15%