Morgan Stanley Inst Inception Portfolio C (MSCOX)
10.76
+0.20
(+1.89%)
USD |
Aug 25 2026
MSCOX Max Drawdown (5Y): 76.42% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 76.42% |
| June 30, 2026 | 76.42% |
| May 31, 2026 | 76.42% |
| April 30, 2026 | 76.42% |
| March 31, 2026 | 76.42% |
| February 28, 2026 | 76.42% |
| January 31, 2026 | 76.42% |
| December 31, 2025 | 76.42% |
| November 30, 2025 | 76.42% |
| October 31, 2025 | 76.42% |
| September 30, 2025 | 76.42% |
| August 31, 2025 | 76.42% |
| July 31, 2025 | 76.42% |
| June 30, 2025 | 76.42% |
| May 31, 2025 | 76.42% |
| April 30, 2025 | 76.42% |
| March 31, 2025 | 76.42% |
| February 28, 2025 | 76.42% |
| January 31, 2025 | 76.42% |
| December 31, 2024 | 76.42% |
| November 30, 2024 | 76.42% |
| October 31, 2024 | 76.42% |
| September 30, 2024 | 76.42% |
| August 31, 2024 | 76.42% |
| July 31, 2024 | 76.42% |
| Date | Value |
|---|---|
| June 30, 2024 | 76.42% |
| May 31, 2024 | 76.42% |
| April 30, 2024 | 76.42% |
| March 31, 2024 | 76.42% |
| February 29, 2024 | 76.42% |
| January 31, 2024 | 76.42% |
| December 31, 2023 | 76.42% |
| November 30, 2023 | 76.42% |
| October 31, 2023 | 76.42% |
| September 30, 2023 | 76.42% |
| August 31, 2023 | 76.42% |
| July 31, 2023 | 76.42% |
| June 30, 2023 | 76.42% |
| May 31, 2023 | 76.42% |
| April 30, 2023 | 76.42% |
| March 31, 2023 | 76.42% |
| February 28, 2023 | 76.42% |
| January 31, 2023 | 76.42% |
| December 31, 2022 | 76.42% |
| November 30, 2022 | 75.75% |
| October 31, 2022 | 73.80% |
| September 30, 2022 | 73.05% |
| August 31, 2022 | 73.05% |
| July 31, 2022 | 73.05% |
| June 30, 2022 | 73.05% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Calvert Small/Mid Cap Fund C | 25.39% |
| Eaton Vance Tax-Managed Small-Cap Fund C | 25.59% |
| Eaton Vance Small-Cap Fund C | 25.01% |
| PGIM Jennison Small Company Fund C | 29.01% |
| Meridian Growth Fund C | 39.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.03 |
| Beta (5Y) | 1.481 |
| Alpha (vs YCharts Benchmark) (5Y) | -14.44 |
| Beta (vs YCharts Benchmark) (5Y) | 1.396 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.39% |
| Historical Sharpe Ratio (5Y) | -0.3785 |
| Historical Sortino (5Y) | -0.6462 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.46% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:MSCOX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:MSCOX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |