Morgan Stanley Instl Global Core I (MLMIX)
14.32
+0.41 (+2.95%)
USD |
Jun 24 2022
MLMIX Max Drawdown (5Y): 35.66% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 35.66% |
| April 30, 2022 | 35.66% |
| March 31, 2022 | 35.66% |
| February 28, 2022 | 35.66% |
| January 31, 2022 | 35.66% |
| December 31, 2021 | 35.66% |
| November 30, 2021 | 35.66% |
| October 31, 2021 | 35.66% |
| September 30, 2021 | 35.66% |
| August 31, 2021 | 35.66% |
| July 31, 2021 | 35.66% |
| June 30, 2021 | 35.66% |
| May 31, 2021 | 35.66% |
| April 30, 2021 | 35.66% |
| March 31, 2021 | 35.66% |
| February 28, 2021 | 35.66% |
| January 31, 2021 | 35.66% |
| December 31, 2020 | 35.66% |
| November 30, 2020 | 35.66% |
| October 31, 2020 | 35.66% |
| September 30, 2020 | 35.66% |
| August 31, 2020 | 35.66% |
| July 31, 2020 | 35.66% |
| June 30, 2020 | 35.66% |
| May 31, 2020 | 35.66% |
| Date | Value |
|---|---|
| April 30, 2020 | 35.66% |
| March 31, 2020 | 35.66% |
| February 29, 2020 | 27.47% |
| January 31, 2020 | 27.47% |
| December 31, 2019 | 27.47% |
| November 30, 2019 | 27.47% |
| October 31, 2019 | 27.47% |
| September 30, 2019 | 27.47% |
| August 31, 2019 | 27.47% |
| July 31, 2019 | 27.47% |
| June 30, 2019 | 27.47% |
| May 31, 2019 | 27.47% |
| April 30, 2019 | 27.47% |
| March 31, 2019 | 27.47% |
| February 28, 2019 | 27.47% |
| January 31, 2019 | 27.47% |
| December 31, 2018 | 27.47% |
| November 30, 2018 | 19.57% |
| October 31, 2018 | 19.34% |
| September 30, 2018 | 12.37% |
| August 31, 2018 | 12.37% |
| July 31, 2018 | 12.37% |
| June 30, 2018 | 12.37% |
| May 31, 2018 | 11.47% |
| April 30, 2018 | 11.32% |
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
8.67%
Minimum
Jun 2017
35.66%
Maximum
Mar 2020
26.30%
Average
27.47%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.362 |
| Beta (5Y) | 1.009 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.32% |
| Historical Sharpe Ratio (5Y) | 0.4312 |
| Historical Sortino (5Y) | 0.4589 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.12% |