MSCI Inc (MSCI)
634.79
+16.29
(+2.63%)
USD |
NYSE |
Dec 10, 12:44
MSCI Max Drawdown (5Y): 43.74% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 43.74% |
| October 31, 2024 | 43.74% |
| September 30, 2024 | 43.74% |
| 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% |
| Date | Value |
|---|---|
| October 31, 2022 | 43.74% |
| September 30, 2022 | 43.74% |
| August 31, 2022 | 43.74% |
| July 31, 2022 | 43.74% |
| June 30, 2022 | 43.74% |
| May 31, 2022 | 43.74% |
| April 30, 2022 | 38.00% |
| March 31, 2022 | 32.23% |
| February 28, 2022 | 32.21% |
| January 31, 2022 | 32.21% |
| December 31, 2021 | 32.21% |
| November 30, 2021 | 32.21% |
| October 31, 2021 | 32.21% |
| September 30, 2021 | 32.21% |
| August 31, 2021 | 32.21% |
| July 31, 2021 | 32.21% |
| June 30, 2021 | 32.21% |
| May 31, 2021 | 32.21% |
| April 30, 2021 | 32.21% |
| March 31, 2021 | 32.21% |
| February 28, 2021 | 32.21% |
| January 31, 2021 | 32.21% |
| December 31, 2020 | 32.21% |
| November 30, 2020 | 32.21% |
| October 31, 2020 | 32.21% |
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
25.58%
Minimum
Dec 2019
43.74%
Maximum
May 2022
37.94%
Average
43.74%
Median
May 2022
Max Drawdown (5Y) Benchmarks
| FactSet Research Systems Inc | 33.56% |
| Moodys Corp | 42.01% |
| S&P Global Inc | 39.77% |
| Morningstar Inc | 49.91% |
| Nasdaq Inc | 38.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.639 |
| Beta (5Y) | 1.103 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.83% |
| Historical Sharpe Ratio (5Y) | 0.5456 |
| Historical Sortino (5Y) | 0.9533 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.64% |