Morgan Stanley (MS)
100.22
+0.64
(+0.64%)
USD |
NYSE |
May 17, 16:00
100.18
-0.04
(-0.04%)
After-Hours: 20:00
Morgan Stanley Max Drawdown (5Y): 51.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.33% |
March 31, 2024 | 51.33% |
February 29, 2024 | 51.33% |
January 31, 2024 | 51.33% |
December 31, 2023 | 51.33% |
November 30, 2023 | 51.33% |
October 31, 2023 | 51.33% |
September 30, 2023 | 51.33% |
August 31, 2023 | 51.33% |
July 31, 2023 | 51.33% |
June 30, 2023 | 51.33% |
May 31, 2023 | 51.33% |
April 30, 2023 | 51.33% |
March 31, 2023 | 51.33% |
February 28, 2023 | 51.33% |
January 31, 2023 | 51.33% |
December 31, 2022 | 51.33% |
November 30, 2022 | 51.33% |
October 31, 2022 | 51.33% |
September 30, 2022 | 51.33% |
August 31, 2022 | 51.33% |
July 31, 2022 | 51.33% |
June 30, 2022 | 51.33% |
May 31, 2022 | 51.33% |
April 30, 2022 | 51.33% |
Date | Value |
---|---|
March 31, 2022 | 51.33% |
February 28, 2022 | 51.33% |
January 31, 2022 | 51.33% |
December 31, 2021 | 51.33% |
November 30, 2021 | 51.33% |
October 31, 2021 | 51.33% |
September 30, 2021 | 51.33% |
August 31, 2021 | 51.33% |
July 31, 2021 | 51.33% |
June 30, 2021 | 51.33% |
May 31, 2021 | 51.33% |
April 30, 2021 | 51.33% |
March 31, 2021 | 51.33% |
February 28, 2021 | 51.33% |
January 31, 2021 | 51.33% |
December 31, 2020 | 51.33% |
November 30, 2020 | 51.33% |
October 31, 2020 | 51.33% |
September 30, 2020 | 51.33% |
August 31, 2020 | 51.33% |
July 31, 2020 | 51.33% |
June 30, 2020 | 51.33% |
May 31, 2020 | 51.33% |
April 30, 2020 | 51.33% |
March 31, 2020 | 51.33% |
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
45.73%
Minimum
May 2019
51.33%
Maximum
Mar 2020
50.40%
Average
51.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BlackRock Inc | 43.88% |
Charles Schwab Corp | 51.08% |
American Express Co | 49.64% |
Bank of America Corp | 48.93% |
Bank of New York Mellon Corp | 50.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6012 |
Beta (5Y) | 1.409 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.33% |
Historical Sharpe Ratio (5Y) | 0.4398 |
Historical Sortino (5Y) | 0.605 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.33% |