Morgan Stanley (MS)
134.99
+3.30
(+2.51%)
USD |
NYSE |
Nov 21, 16:00
135.01
+0.02
(+0.01%)
After-Hours: 20:00
Morgan Stanley Max Drawdown (5Y): 51.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.33% |
| September 30, 2024 | 51.33% |
| August 31, 2024 | 51.33% |
| July 31, 2024 | 51.33% |
| June 30, 2024 | 51.33% |
| May 31, 2024 | 51.33% |
| April 30, 2024 | 51.33% |
| March 31, 2024 | 51.33% |
| February 29, 2024 | 51.33% |
| January 31, 2024 | 51.33% |
| December 31, 2023 | 51.33% |
| November 30, 2023 | 51.33% |
| October 31, 2023 | 51.33% |
| September 30, 2023 | 51.33% |
| August 31, 2023 | 51.33% |
| July 31, 2023 | 51.33% |
| June 30, 2023 | 51.33% |
| May 31, 2023 | 51.33% |
| April 30, 2023 | 51.33% |
| March 31, 2023 | 51.33% |
| February 28, 2023 | 51.33% |
| January 31, 2023 | 51.33% |
| December 31, 2022 | 51.33% |
| November 30, 2022 | 51.33% |
| October 31, 2022 | 51.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.33% |
| August 31, 2022 | 51.33% |
| July 31, 2022 | 51.33% |
| June 30, 2022 | 51.33% |
| May 31, 2022 | 51.33% |
| April 30, 2022 | 51.33% |
| March 31, 2022 | 51.33% |
| February 28, 2022 | 51.33% |
| January 31, 2022 | 51.33% |
| December 31, 2021 | 51.33% |
| November 30, 2021 | 51.33% |
| October 31, 2021 | 51.33% |
| September 30, 2021 | 51.33% |
| August 31, 2021 | 51.33% |
| July 31, 2021 | 51.33% |
| June 30, 2021 | 51.33% |
| May 31, 2021 | 51.33% |
| April 30, 2021 | 51.33% |
| March 31, 2021 | 51.33% |
| February 28, 2021 | 51.33% |
| January 31, 2021 | 51.33% |
| December 31, 2020 | 51.33% |
| November 30, 2020 | 51.33% |
| October 31, 2020 | 51.33% |
| September 30, 2020 | 51.33% |
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
45.73%
Minimum
Nov 2019
51.33%
Maximum
Mar 2020
50.96%
Average
51.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BlackRock Inc | 43.88% |
| Charles Schwab Corp | 51.08% |
| Bank of America Corp | 48.93% |
| Citigroup Inc | 56.50% |
| U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.558 |
| Beta (5Y) | 1.343 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.08% |
| Historical Sharpe Ratio (5Y) | 0.6425 |
| Historical Sortino (5Y) | 0.8734 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.29% |