Morgan Stanley Inst US Real Estate A (MUSDX)
9.79
+0.24 (+2.51%)
USD |
May 27 2022
MUSDX Max Drawdown (5Y): 47.57% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 47.57% |
| March 31, 2022 | 47.57% |
| February 28, 2022 | 47.57% |
| January 31, 2022 | 47.57% |
| December 31, 2021 | 47.57% |
| November 30, 2021 | 47.57% |
| October 31, 2021 | 47.57% |
| September 30, 2021 | 47.57% |
| August 31, 2021 | 47.57% |
| July 31, 2021 | 47.57% |
| June 30, 2021 | 47.57% |
| May 31, 2021 | 47.57% |
| April 30, 2021 | 47.57% |
| March 31, 2021 | 47.57% |
| February 28, 2021 | 47.57% |
| January 31, 2021 | 47.57% |
| December 31, 2020 | 47.57% |
| November 30, 2020 | 47.57% |
| October 31, 2020 | 47.57% |
| September 30, 2020 | 47.57% |
| August 31, 2020 | 47.57% |
| July 31, 2020 | 47.57% |
| June 30, 2020 | 47.57% |
| May 31, 2020 | 47.57% |
| April 30, 2020 | 47.57% |
| Date | Value |
|---|---|
| March 31, 2020 | 47.57% |
| February 29, 2020 | 16.57% |
| January 31, 2020 | 16.57% |
| December 31, 2019 | 16.57% |
| November 30, 2019 | 16.57% |
| October 31, 2019 | 16.57% |
| September 30, 2019 | 16.57% |
| August 31, 2019 | 16.57% |
| July 31, 2019 | 16.57% |
| June 30, 2019 | 16.57% |
| May 31, 2019 | 16.57% |
| April 30, 2019 | 16.57% |
| March 31, 2019 | 16.57% |
| February 28, 2019 | 16.57% |
| January 31, 2019 | 16.57% |
| December 31, 2018 | 16.57% |
| November 30, 2018 | 16.57% |
| October 31, 2018 | 16.57% |
| September 30, 2018 | 16.57% |
| August 31, 2018 | 16.57% |
| July 31, 2018 | 16.57% |
| June 30, 2018 | 16.57% |
| May 31, 2018 | 16.57% |
| April 30, 2018 | 16.57% |
| March 31, 2018 | 16.57% |
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
16.30%
Minimum
May 2017
47.57%
Maximum
Mar 2020
29.96%
Average
16.57%
Median
Feb 2018
Max Drawdown (5Y) Benchmarks
| BlackRock Real Estate Securities Inv A | 41.90% |
| Guggenheim Risk Managed Real Estt A | 33.34% |
| Columbia Real Estate Equity A | 41.44% |
| Pioneer Real Estate A | 41.68% |
| Neuberger Berman Real Estate A | 37.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.252 |
| Beta (5Y) | 1.075 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.24% |
| Historical Sharpe Ratio (5Y) | 0.2202 |
| Historical Sortino (5Y) | 0.203 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.47% |