Transamerica Mid Cap Growth A (MCGAX)
6.83
+0.25 (+3.80%)
USD |
Jun 24 2022
MCGAX Max Drawdown (5Y): 39.11% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 39.11% |
| April 30, 2022 | 35.63% |
| March 31, 2022 | 35.63% |
| February 28, 2022 | 35.63% |
| January 31, 2022 | 35.63% |
| December 31, 2021 | 35.63% |
| November 30, 2021 | 35.63% |
| October 31, 2021 | 35.63% |
| September 30, 2021 | 35.63% |
| August 31, 2021 | 35.63% |
| July 31, 2021 | 35.63% |
| June 30, 2021 | 35.63% |
| May 31, 2021 | 35.63% |
| April 30, 2021 | 35.63% |
| March 31, 2021 | 35.63% |
| February 28, 2021 | 35.63% |
| January 31, 2021 | 35.63% |
| December 31, 2020 | 35.63% |
| November 30, 2020 | 35.63% |
| October 31, 2020 | 35.63% |
| September 30, 2020 | 35.63% |
| August 31, 2020 | 35.63% |
| July 31, 2020 | 35.63% |
| June 30, 2020 | 35.63% |
| May 31, 2020 | 35.63% |
| Date | Value |
|---|---|
| April 30, 2020 | 35.63% |
| March 31, 2020 | 35.63% |
| February 29, 2020 | 28.30% |
| January 31, 2020 | 28.30% |
| December 31, 2019 | 28.30% |
| November 30, 2019 | 28.30% |
| October 31, 2019 | 28.30% |
| September 30, 2019 | 28.30% |
| August 31, 2019 | 28.30% |
| July 31, 2019 | 28.30% |
| June 30, 2019 | 28.30% |
| May 31, 2019 | 28.30% |
| April 30, 2019 | 28.30% |
| March 31, 2019 | 28.30% |
| February 28, 2019 | 28.30% |
| January 31, 2019 | 28.30% |
| December 31, 2018 | 28.30% |
| November 30, 2018 | 27.85% |
| October 31, 2018 | 27.85% |
| September 30, 2018 | 27.85% |
| August 31, 2018 | 27.85% |
| July 31, 2018 | 27.85% |
| June 30, 2018 | 27.85% |
| May 31, 2018 | 27.85% |
| April 30, 2018 | 27.85% |
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
27.85%
Minimum
Jun 2017
39.11%
Maximum
May 2022
31.52%
Average
28.30%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MassMutual Fundamental Growth A | 36.05% |
| MassMutual Mid Cap Growth A | 36.88% |
| Victory RS Select Growth A | 37.93% |
| Nationwide Geneva Mid Cap Gr A | 34.97% |
| Neuberger Berman Mid Cap Growth A | 34.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.984 |
| Beta (5Y) | 1.145 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.55% |
| Historical Sharpe Ratio (5Y) | 0.2771 |
| Historical Sortino (5Y) | 0.3289 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.61% |