Morgan Stanley (MS)
92.83
+0.27
(+0.29%)
USD |
NYSE |
Apr 26, 16:00
92.60
-0.23
(-0.25%)
Pre-Market: 07:49
Morgan Stanley Max Drawdown (5Y): 51.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
March 31, 2022 | 51.33% |
Date | Value |
---|---|
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% |
February 29, 2020 | 45.73% |
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
Apr 2019
51.33%
Maximum
Mar 2020
50.30%
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% |
Interactive Brokers Group Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.4101 |
Beta (5Y) | 1.434 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.48% |
Historical Sharpe Ratio (5Y) | 0.5546 |
Historical Sortino (5Y) | 0.772 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.35% |