MassMutual Diversified Value R4 (MDDRX)
12.04
+0.23 (+1.95%)
USD |
May 23 2022
MDDRX Max Drawdown (5Y): 38.72% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 38.72% |
| March 31, 2022 | 38.72% |
| February 28, 2022 | 38.72% |
| January 31, 2022 | 38.72% |
| December 31, 2021 | 38.72% |
| November 30, 2021 | 38.72% |
| October 31, 2021 | 38.72% |
| September 30, 2021 | 38.72% |
| August 31, 2021 | 38.72% |
| July 31, 2021 | 38.72% |
| June 30, 2021 | 38.72% |
| May 31, 2021 | 38.72% |
| April 30, 2021 | 38.72% |
| March 31, 2021 | 38.72% |
| February 28, 2021 | 38.72% |
| January 31, 2021 | 38.72% |
| December 31, 2020 | 38.72% |
| November 30, 2020 | 38.72% |
| October 31, 2020 | 38.72% |
| September 30, 2020 | 38.72% |
| August 31, 2020 | 38.72% |
| July 31, 2020 | 38.72% |
| June 30, 2020 | 38.72% |
| May 31, 2020 | 38.72% |
| April 30, 2020 | 38.72% |
| Date | Value |
|---|---|
| March 31, 2020 | 38.72% |
| February 29, 2020 | 19.80% |
| January 31, 2020 | 19.80% |
| December 31, 2019 | 19.80% |
| November 30, 2019 | 19.80% |
| October 31, 2019 | 19.80% |
| September 30, 2019 | 19.80% |
| August 31, 2019 | 19.80% |
| July 31, 2019 | 19.80% |
| June 30, 2019 | 19.80% |
| May 31, 2019 | 19.80% |
| April 30, 2019 | 19.80% |
| March 31, 2019 | 19.80% |
| February 28, 2019 | 19.80% |
| January 31, 2019 | 19.80% |
| December 31, 2018 | 19.80% |
| November 30, 2018 | 17.96% |
| October 31, 2018 | 17.96% |
| September 30, 2018 | 17.96% |
| August 31, 2018 | 17.96% |
| July 31, 2018 | 17.96% |
| June 30, 2018 | 17.96% |
| May 31, 2018 | 17.96% |
| April 30, 2018 | 17.96% |
| March 31, 2018 | 17.96% |
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
17.96%
Minimum
Jun 2017
38.72%
Maximum
Mar 2020
27.46%
Average
19.80%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| American Century Discplnd Cor Val R | 32.67% |
| Putnam Large Cap Value R5 | 36.04% |
| MassMutual Fundamental Value R5 | 41.29% |
| JHancock Disciplined Value R2 | 40.38% |
| AB Relative Value K | 36.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.247 |
| Beta (5Y) | 0.9524 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.38% |
| Historical Sharpe Ratio (5Y) | 0.5656 |
| Historical Sortino (5Y) | 0.5361 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.27% |