BlackRock Mid-Cap Growth Equity R (BMRRX)
29.44
-0.33 (-1.11%)
USD |
Aug 11 2022
BMRRX Max Drawdown (5Y): 43.30% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 43.30% |
| June 30, 2022 | 43.30% |
| May 31, 2022 | 41.34% |
| April 30, 2022 | 35.60% |
| March 31, 2022 | 35.60% |
| February 28, 2022 | 35.60% |
| January 31, 2022 | 35.60% |
| December 31, 2021 | 35.60% |
| November 30, 2021 | 35.60% |
| October 31, 2021 | 35.60% |
| September 30, 2021 | 35.60% |
| August 31, 2021 | 35.60% |
| July 31, 2021 | 35.60% |
| June 30, 2021 | 35.60% |
| May 31, 2021 | 35.60% |
| April 30, 2021 | 35.60% |
| March 31, 2021 | 35.60% |
| February 28, 2021 | 35.60% |
| January 31, 2021 | 35.60% |
| December 31, 2020 | 35.60% |
| November 30, 2020 | 35.60% |
| October 31, 2020 | 35.60% |
| September 30, 2020 | 35.60% |
| August 31, 2020 | 35.60% |
| July 31, 2020 | 35.60% |
| Date | Value |
|---|---|
| June 30, 2020 | 35.60% |
| May 31, 2020 | 35.60% |
| April 30, 2020 | 35.60% |
| March 31, 2020 | 35.60% |
| February 29, 2020 | 25.63% |
| January 31, 2020 | 25.63% |
| December 31, 2019 | 25.63% |
| November 30, 2019 | 25.63% |
| October 31, 2019 | 25.63% |
| September 30, 2019 | 25.63% |
| August 31, 2019 | 25.63% |
| July 31, 2019 | 25.63% |
| June 30, 2019 | 25.63% |
| May 31, 2019 | 25.63% |
| April 30, 2019 | 25.63% |
| March 31, 2019 | 25.63% |
| February 28, 2019 | 25.63% |
| January 31, 2019 | 25.63% |
| December 31, 2018 | 25.63% |
| November 30, 2018 | 25.63% |
| October 31, 2018 | 25.63% |
| September 30, 2018 | 25.63% |
| August 31, 2018 | 25.63% |
| July 31, 2018 | 25.63% |
| June 30, 2018 | 25.63% |
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
25.63%
Minimum
Aug 2017
43.30%
Maximum
Jun 2022
30.80%
Average
25.63%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| MFS Mid Cap Growth R4 | 35.05% |
| American Century Heritage R6 | 40.44% |
| Goldman Sachs Mid Cap Growth R6 | 38.77% |
| JHancock Mid Cap Growth R6 | 47.61% |
| Fidelity® Growth Strategies K | 36.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.691 |
| Beta (5Y) | 1.110 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.08% |
| Historical Sharpe Ratio (5Y) | 0.587 |
| Historical Sortino (5Y) | 0.7233 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.44% |