MassMutual Disciplined Value Svc (DENVX)
13.56
-0.02 (-0.15%)
USD |
May 24 2022
DENVX Max Drawdown (5Y): 38.21% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 38.21% |
| March 31, 2022 | 38.21% |
| February 28, 2022 | 38.21% |
| January 31, 2022 | 38.21% |
| December 31, 2021 | 38.21% |
| November 30, 2021 | 38.21% |
| October 31, 2021 | 38.21% |
| September 30, 2021 | 38.21% |
| August 31, 2021 | 38.21% |
| July 31, 2021 | 38.21% |
| June 30, 2021 | 38.21% |
| May 31, 2021 | 38.21% |
| April 30, 2021 | 38.21% |
| March 31, 2021 | 38.21% |
| February 28, 2021 | 38.21% |
| January 31, 2021 | 38.21% |
| December 31, 2020 | 38.21% |
| November 30, 2020 | 38.21% |
| October 31, 2020 | 38.21% |
| September 30, 2020 | 38.21% |
| August 31, 2020 | 38.21% |
| July 31, 2020 | 38.21% |
| June 30, 2020 | 38.21% |
| May 31, 2020 | 38.21% |
| April 30, 2020 | 38.21% |
| Date | Value |
|---|---|
| March 31, 2020 | 38.21% |
| February 29, 2020 | 20.60% |
| January 31, 2020 | 20.60% |
| December 31, 2019 | 20.60% |
| November 30, 2019 | 20.60% |
| October 31, 2019 | 20.60% |
| September 30, 2019 | 20.60% |
| August 31, 2019 | 20.60% |
| July 31, 2019 | 20.60% |
| June 30, 2019 | 20.60% |
| May 31, 2019 | 20.60% |
| April 30, 2019 | 20.60% |
| March 31, 2019 | 20.60% |
| February 28, 2019 | 20.60% |
| January 31, 2019 | 20.60% |
| December 31, 2018 | 20.60% |
| November 30, 2018 | 16.09% |
| October 31, 2018 | 16.09% |
| September 30, 2018 | 16.09% |
| August 31, 2018 | 16.09% |
| July 31, 2018 | 16.09% |
| June 30, 2018 | 16.09% |
| May 31, 2018 | 16.09% |
| April 30, 2018 | 16.09% |
| March 31, 2018 | 16.09% |
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
16.09%
Minimum
May 2017
38.21%
Maximum
Mar 2020
26.80%
Average
20.60%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Voya Large Cap Value Port S | 39.35% |
| SA US Value Select | 41.99% |
| Goldman Sachs Large Cap Value Svc | 36.96% |
| Manning & Napier Disciplined Value S | 35.21% |
| VY® Invesco Growth and Income S2 | 41.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.674 |
| Beta (5Y) | 0.9718 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.09% |
| Historical Sharpe Ratio (5Y) | 0.4514 |
| Historical Sortino (5Y) | 0.4333 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.53% |