MSCI, Inc. (MSCI)
552.35
+16.40
(+3.06%)
USD |
NYSE |
Oct 05, 16:00
552.70
+0.35
(+0.06%)
Pre-Market: 07:37
MSCI Max Drawdown (5Y) : 43.74% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 43.74% |
| August 31, 2026 | 43.74% |
| July 31, 2026 | 43.74% |
| June 30, 2026 | 43.74% |
| May 31, 2026 | 43.74% |
| April 30, 2026 | 43.74% |
| March 31, 2026 | 43.74% |
| February 28, 2026 | 43.74% |
| January 31, 2026 | 43.74% |
| December 31, 2025 | 43.74% |
| November 30, 2025 | 43.74% |
| October 31, 2025 | 43.74% |
| September 30, 2025 | 43.74% |
| August 31, 2025 | 43.74% |
| July 31, 2025 | 43.74% |
| June 30, 2025 | 43.74% |
| May 31, 2025 | 43.74% |
| April 30, 2025 | 43.74% |
| March 31, 2025 | 43.74% |
| February 28, 2025 | 43.74% |
| January 31, 2025 | 43.74% |
| December 31, 2024 | 43.74% |
| November 30, 2024 | 43.74% |
| October 31, 2024 | 43.74% |
| September 30, 2024 | 43.74% |
| Date | Value |
|---|---|
| August 31, 2024 | 43.74% |
| July 31, 2024 | 43.74% |
| June 30, 2024 | 43.74% |
| May 31, 2024 | 43.74% |
| April 30, 2024 | 43.74% |
| March 31, 2024 | 43.74% |
| February 29, 2024 | 43.74% |
| January 31, 2024 | 43.74% |
| December 31, 2023 | 43.74% |
| November 30, 2023 | 43.74% |
| October 31, 2023 | 43.74% |
| September 30, 2023 | 43.74% |
| August 31, 2023 | 43.74% |
| July 31, 2023 | 43.74% |
| June 30, 2023 | 43.74% |
| May 31, 2023 | 43.74% |
| April 30, 2023 | 43.74% |
| March 31, 2023 | 43.74% |
| February 28, 2023 | 43.74% |
| January 31, 2023 | 43.74% |
| December 31, 2022 | 43.74% |
| November 30, 2022 | 43.74% |
| October 31, 2022 | 43.74% |
| September 30, 2022 | 43.74% |
| August 31, 2022 | 43.74% |
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
| FactSet Research Systems, Inc. | 61.13% |
| Bakkt, Inc. | 99.41% |
| MarketWise, Inc. | 96.43% |
| Global Payments, Inc. | 70.05% |
| Fiserv, Inc. | 81.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.48 |
| Beta (5Y) | 1.242 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.59% |
| Historical Sharpe Ratio (5Y) | -0.1904 |
| Historical Sortino (5Y) | -0.3106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.02% |