Microsoft Corp (MSFT)
417.00
+4.13
(+1.00%)
USD |
NASDAQ |
Nov 22, 16:00
417.02
+0.02
(+0.00%)
After-Hours: 20:00
Microsoft Max Drawdown (5Y): 37.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.14% |
| September 30, 2024 | 37.14% |
| August 31, 2024 | 37.14% |
| July 31, 2024 | 37.14% |
| June 30, 2024 | 37.14% |
| May 31, 2024 | 37.14% |
| April 30, 2024 | 37.14% |
| March 31, 2024 | 37.14% |
| February 29, 2024 | 37.14% |
| January 31, 2024 | 37.14% |
| December 31, 2023 | 37.14% |
| November 30, 2023 | 37.14% |
| October 31, 2023 | 37.14% |
| September 30, 2023 | 37.14% |
| August 31, 2023 | 37.14% |
| July 31, 2023 | 37.14% |
| June 30, 2023 | 37.14% |
| May 31, 2023 | 37.14% |
| April 30, 2023 | 37.14% |
| March 31, 2023 | 37.14% |
| February 28, 2023 | 37.14% |
| January 31, 2023 | 37.14% |
| December 31, 2022 | 37.14% |
| November 30, 2022 | 37.14% |
| October 31, 2022 | 33.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 31.67% |
| August 31, 2022 | 29.07% |
| July 31, 2022 | 29.07% |
| June 30, 2022 | 29.07% |
| May 31, 2022 | 28.04% |
| April 30, 2022 | 28.04% |
| March 31, 2022 | 28.04% |
| February 28, 2022 | 28.04% |
| January 31, 2022 | 28.04% |
| December 31, 2021 | 28.04% |
| November 30, 2021 | 28.04% |
| October 31, 2021 | 28.04% |
| September 30, 2021 | 28.04% |
| August 31, 2021 | 28.04% |
| July 31, 2021 | 28.04% |
| June 30, 2021 | 28.04% |
| May 31, 2021 | 28.04% |
| April 30, 2021 | 28.04% |
| March 31, 2021 | 28.04% |
| February 28, 2021 | 28.04% |
| January 31, 2021 | 28.04% |
| December 31, 2020 | 28.04% |
| November 30, 2020 | 28.04% |
| October 31, 2020 | 28.04% |
| September 30, 2020 | 28.04% |
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
18.22%
Minimum
Nov 2019
37.14%
Maximum
Nov 2022
31.24%
Average
28.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Adobe Inc | 60.02% |
| Salesforce Inc | 58.62% |
| MicroStrategy Inc | 89.27% |
| Uber Technologies Inc | -- |
| CrowdStrike Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.24 |
| Beta (5Y) | 0.9060 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.71% |
| Historical Sharpe Ratio (5Y) | 0.8878 |
| Historical Sortino (5Y) | 1.462 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.46% |