Microsoft Corp (MSFT)

439.15 +3.90 (+0.90%) USD  |  NASDAQ  |  Dec 24, 13:00
439.26 +0.11 (+0.03%) After-Hours: 13:59
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Microsoft Max Drawdown (5Y): 37.14% 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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Adobe Inc 60.02%
Salesforce Inc 58.62%
MicroStrategy Inc 89.27%
Uber Technologies Inc 68.05%
CrowdStrike Holdings Inc 67.69%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.530
Beta (5Y) 0.8986
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.67%
Historical Sharpe Ratio (5Y) 0.8727
Historical Sortino (5Y) 1.439
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.46%