Morgan Stanley Inst US Real Estate I (MSUSX)
9.94
+0.08 (+0.81%)
USD |
May 24 2022
MSUSX Max Drawdown (5Y): 47.51% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 47.51% |
| March 31, 2022 | 47.51% |
| February 28, 2022 | 47.51% |
| January 31, 2022 | 47.51% |
| December 31, 2021 | 47.51% |
| November 30, 2021 | 47.51% |
| October 31, 2021 | 47.51% |
| September 30, 2021 | 47.51% |
| August 31, 2021 | 47.51% |
| July 31, 2021 | 47.51% |
| June 30, 2021 | 47.51% |
| May 31, 2021 | 47.51% |
| April 30, 2021 | 47.51% |
| March 31, 2021 | 47.51% |
| February 28, 2021 | 47.51% |
| January 31, 2021 | 47.51% |
| December 31, 2020 | 47.51% |
| November 30, 2020 | 47.51% |
| October 31, 2020 | 47.51% |
| September 30, 2020 | 47.51% |
| August 31, 2020 | 47.51% |
| July 31, 2020 | 47.51% |
| June 30, 2020 | 47.51% |
| May 31, 2020 | 47.51% |
| April 30, 2020 | 47.51% |
| Date | Value |
|---|---|
| March 31, 2020 | 47.51% |
| February 29, 2020 | 16.17% |
| January 31, 2020 | 16.17% |
| December 31, 2019 | 16.17% |
| November 30, 2019 | 16.17% |
| October 31, 2019 | 16.17% |
| September 30, 2019 | 16.17% |
| August 31, 2019 | 16.17% |
| July 31, 2019 | 16.17% |
| June 30, 2019 | 16.17% |
| May 31, 2019 | 16.17% |
| April 30, 2019 | 16.17% |
| March 31, 2019 | 16.17% |
| February 28, 2019 | 16.17% |
| January 31, 2019 | 16.17% |
| December 31, 2018 | 16.17% |
| November 30, 2018 | 16.17% |
| October 31, 2018 | 16.17% |
| September 30, 2018 | 16.17% |
| August 31, 2018 | 16.17% |
| July 31, 2018 | 16.17% |
| June 30, 2018 | 16.17% |
| May 31, 2018 | 16.17% |
| April 30, 2018 | 16.17% |
| March 31, 2018 | 16.17% |
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
16.12%
Minimum
May 2017
47.51%
Maximum
Mar 2020
29.74%
Average
16.17%
Median
Feb 2018
Max Drawdown (5Y) Benchmarks
| Delaware Ivy Securian Real Estt Secs Y | 40.67% |
| SEI Real Estate F (SIMT) | 41.32% |
| abrdn Realty Income & Growth Instl | 43.17% |
| Columbia Real Estate Equity Inst | 41.40% |
| Davis Real Estate Y | 42.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.942 |
| Beta (5Y) | 1.076 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.25% |
| Historical Sharpe Ratio (5Y) | 0.2341 |
| Historical Sortino (5Y) | 0.2155 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.45% |