MSCI Inc (MSCI)

607.91 +2.49 (+0.41%) USD  |  NYSE  |  Dec 24, 16:00
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MSCI Max Drawdown (5Y): 43.74% 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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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%