MLMSX Max Drawdown (5Y) Insights

Security
1. list

View 4,000+ Financial Data Types:

Add

Browse

Max Drawdown (5Y) Chart

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Max Drawdown (5Y) Chart

Start Trial

Historical Data

View Historical Data

Start Trial

Max Drawdown Definition

View Max Drawdown Definition

Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks

Start Trial

William Blair Global Leaders Fund R6	38.66%
Morgan Stanley Inst Global Concentrated Ptf R6	31.80%
PGIM Jennison Global Opportunities Fund R4	48.15%
Macquarie Global Growth Fund R	28.70%
Calamos Global Equity Fund R6	35.72%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	4.190
Beta (5Y)	0.9405
Alpha (vs YCharts Benchmark) (5Y)	0.3041
Beta (vs YCharts Benchmark) (5Y)	1.045
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	16.55%
Historical Sharpe Ratio (5Y)	0.6744
Historical Sortino (5Y)	1.119
Monthly Value at Risk (VaR) 5% (5Y Lookback)	7.41%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes

Start Trial

Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:MLMSX", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:MLMSX", "max_drawdown_5y", -4)

To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.

Morgan Stanley Inst Global Core Portfolio R6 (MLMSX)

MLMSX Max Drawdown (5Y): 28.74% for April 30, 2025

Max Drawdown (5Y) Chart

Historical Data

Max Drawdown Definition

Max Drawdown (5Y) Range, Past 5 Years

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics

Max Drawdown (5Y) Excel Add-In Codes