Morgan Stanley (MS)

123.44 +2.94 (+2.44%) USD  |  NYSE  |  Dec 20, 16:00
123.42 -0.02 (-0.02%) Pre-Market: 20:00
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Morgan Stanley Max Drawdown (5Y): 51.33% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Charles Schwab Corp 51.08%
BlackRock Inc 43.88%
Bank of America Corp 48.93%
Citigroup Inc 56.50%
U.S. Bancorp 52.12%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.075
Beta (5Y) 1.354
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.56%
Historical Sharpe Ratio (5Y) 0.67
Historical Sortino (5Y) 0.9237
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.29%