Morgan Stanley Institutional Global Oppty Port R6 (MGTSX)

39.88 -0.35 (-0.87%) USD  |  Dec 13 2024
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MGTSX Max Drawdown (5Y): 51.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Median

Max Drawdown (5Y) Benchmarks

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American Funds New Economy Fund R2 37.58%
Invesco Global Focus Fund R6 49.45%
Invesco Global Fund R 42.00%
American Funds New Perspective Fund R5E 34.30%
MFS Global Growth Fund R6 31.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 7.396
Beta (5Y) 1.081
Alpha (vs YCharts Benchmark) (5Y) -1.422
Beta (vs YCharts Benchmark) (5Y) 1.143
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.74%
Historical Sharpe Ratio (5Y) 0.413
Historical Sortino (5Y) 0.5849
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.02%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MGTSX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MGTSX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.