MassMutual Blue Chip Growth Adm (MBCLX)
17.42
-0.10 (-0.57%)
USD |
Mar 17 2023
MBCLX Max Drawdown (5Y): 39.55% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 39.55% |
| January 31, 2023 | 39.55% |
| December 31, 2022 | 39.55% |
| November 30, 2022 | 39.55% |
| October 31, 2022 | 39.55% |
| September 30, 2022 | 38.18% |
| August 31, 2022 | 37.52% |
| July 31, 2022 | 37.52% |
| June 30, 2022 | 37.52% |
| May 31, 2022 | 34.39% |
| April 30, 2022 | 28.87% |
| March 31, 2022 | 28.87% |
| February 28, 2022 | 28.87% |
| January 31, 2022 | 28.87% |
| December 31, 2021 | 28.87% |
| November 30, 2021 | 28.87% |
| October 31, 2021 | 28.87% |
| September 30, 2021 | 28.87% |
| August 31, 2021 | 28.87% |
| July 31, 2021 | 28.87% |
| June 30, 2021 | 28.87% |
| May 31, 2021 | 28.87% |
| April 30, 2021 | 28.87% |
| March 31, 2021 | 28.87% |
| February 28, 2021 | 28.87% |
| Date | Value |
|---|---|
| January 31, 2021 | 28.87% |
| December 31, 2020 | 28.87% |
| November 30, 2020 | 28.87% |
| October 31, 2020 | 28.87% |
| September 30, 2020 | 28.87% |
| August 31, 2020 | 28.87% |
| July 31, 2020 | 28.87% |
| June 30, 2020 | 28.87% |
| May 31, 2020 | 28.87% |
| April 30, 2020 | 28.87% |
| March 31, 2020 | 28.87% |
| February 29, 2020 | 19.34% |
| January 31, 2020 | 19.34% |
| December 31, 2019 | 19.34% |
| November 30, 2019 | 19.34% |
| October 31, 2019 | 19.34% |
| September 30, 2019 | 19.34% |
| August 31, 2019 | 19.34% |
| July 31, 2019 | 19.34% |
| June 30, 2019 | 19.34% |
| May 31, 2019 | 19.34% |
| April 30, 2019 | 19.34% |
| March 31, 2019 | 19.34% |
| February 28, 2019 | 19.34% |
| January 31, 2019 | 19.34% |
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
16.97%
Minimum
Mar 2018
39.55%
Maximum
Oct 2022
26.27%
Average
28.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.652 |
| Beta (5Y) | 1.048 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.458 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9725 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.85% |
| Historical Sharpe Ratio (5Y) | 0.3459 |
| Historical Sortino (5Y) | 0.4521 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.52% |