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% |