What is NOT possible with Azure Managed Disks

Managed Disks provide persistent, secured disk storage for Azure virtual machines. What's NOT possible with Azure Managed Disks:

You can only increase the size of managed disks. You cannot decrease/shrink disk size if it's accidentally over-provisioned. You can create a new disk with correct size and then copy the data from old disk. After that delete the old disk.

The maximum number of disks you can attach to your VM cannot exceed the pre-defined limit for each type of VM

SQL Server VMs running with datafiles directly on blob cannot leverage or utilize the features of Managed Disks

Managed disks can be created only for virtual machines deployed using the Resource manager deployment model (not ASM)

* It is not possible to add both managed and unmanaged disks to a VM that is in an availability set

* ASR Azure to Azure protection is not supported for VMs with Managed Disks. It is going to be supported by the end of Q1 CY2018.

* Storage Service Encryption for my managed disks cannot be disabled. Storage service encryption (SSE) is enabled by default for all managed disks. SSE encrypts data at rest using keys managed by Microsoft. You can use Azure Disk encryption to encrypt data with your own keys whereas SSE uses keys managed by Microsoft.

Note - Microsoft constantly updates its Azure services and information provided here may change

Also see:
What is NOT supported on Azure Virtual Machines
What is NOT supported with Azure Site Recovery

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