BlackRock Large Cap Focus Value Fund Investor A (MDBAX)
19.42
-0.25
(-1.27%)
USD |
Jun 13 2025
MDBAX Max Drawdown (5Y): 19.66% for May 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Invesco Comstock Select Fund A | 24.87% |
NYLI Epoch US Equity Yield Fund A | 18.44% |
Eaton Vance Dividend Builder Fund A | 20.39% |
NYLI WMC Value Fund A | 16.59% |
Voya Corporate Leaders 100 Fund A | 22.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4237 |
Beta (5Y) | 0.8726 |
Alpha (vs YCharts Benchmark) (5Y) | 0.4564 |
Beta (vs YCharts Benchmark) (5Y) | 1.036 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.49% |
Historical Sharpe Ratio (5Y) | 0.7161 |
Historical Sortino (5Y) | 1.256 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.06% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:MDBAX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:MDBAX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |