Morgan Stanley Inst Global Opp IR (MGORX)
26.47
+0.04 (+0.15%)
USD |
May 20 2022
MGORX Max Drawdown (5Y): 39.37% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 39.37% |
| March 31, 2022 | 37.81% |
| February 28, 2022 | 29.30% |
| January 31, 2022 | 27.18% |
| December 31, 2021 | 27.18% |
| November 30, 2021 | 27.18% |
| October 31, 2021 | 27.18% |
| September 30, 2021 | 27.18% |
| August 31, 2021 | 27.18% |
| July 31, 2021 | 27.18% |
| June 30, 2021 | 27.18% |
| May 31, 2021 | 27.18% |
| April 30, 2021 | 27.18% |
| March 31, 2021 | 27.18% |
| February 28, 2021 | 27.18% |
| January 31, 2021 | 27.18% |
| December 31, 2020 | 27.18% |
| November 30, 2020 | 27.18% |
| October 31, 2020 | 27.18% |
| September 30, 2020 | 27.18% |
| August 31, 2020 | 27.18% |
| July 31, 2020 | 27.18% |
| June 30, 2020 | 27.18% |
| May 31, 2020 | 27.18% |
| April 30, 2020 | 27.18% |
| Date | Value |
|---|---|
| March 31, 2020 | 27.18% |
| February 29, 2020 | 23.77% |
| January 31, 2020 | 23.77% |
| December 31, 2019 | 23.77% |
| November 30, 2019 | 23.77% |
| October 31, 2019 | 23.77% |
| September 30, 2019 | 23.77% |
| August 31, 2019 | 23.77% |
| July 31, 2019 | 23.77% |
| June 30, 2019 | 23.77% |
| May 31, 2019 | 23.77% |
| April 30, 2019 | 23.77% |
| March 31, 2019 | 23.77% |
| February 28, 2019 | 23.77% |
| January 31, 2019 | 23.77% |
| December 31, 2018 | 23.77% |
| November 30, 2018 | 18.73% |
| October 31, 2018 | 18.73% |
| September 30, 2018 | 16.47% |
| August 31, 2018 | 16.47% |
| July 31, 2018 | 16.47% |
| June 30, 2018 | 16.47% |
| May 31, 2018 | 16.47% |
| April 30, 2018 | 16.47% |
| March 31, 2018 | 16.47% |
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
16.47%
Minimum
Jun 2017
39.37%
Maximum
Apr 2022
23.43%
Average
23.77%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.802 |
| Beta (5Y) | 1.037 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.92% |
| Historical Sharpe Ratio (5Y) | 0.5231 |
| Historical Sortino (5Y) | 0.6976 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.80% |