Microsoft Corp (MSFT)
390.58
+0.61
(+0.16%)
USD |
NASDAQ |
Mar 27, 16:00
390.00
-0.58
(-0.15%)
After-Hours: 20:00
Microsoft Max Drawdown (5Y): 37.14% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Adobe Inc | 60.02% |
| Salesforce Inc | 58.62% |
| Uber Technologies Inc | 68.05% |
| Snowflake Inc | -- |
| C3.ai Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.007 |
| Beta (5Y) | 0.9178 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.23% |
| Historical Sharpe Ratio (5Y) | 0.8157 |
| Historical Sortino (5Y) | 1.520 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.66% |