MM S&P® Mid Cap Index R5 (MDKIX)
12.92
0.00 (0.00%)
USD |
Jun 24 2022
MDKIX Max Drawdown (5Y): 42.00% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 42.00% |
| April 30, 2022 | 42.00% |
| March 31, 2022 | 42.00% |
| February 28, 2022 | 42.00% |
| January 31, 2022 | 42.00% |
| December 31, 2021 | 42.00% |
| November 30, 2021 | 42.00% |
| October 31, 2021 | 42.00% |
| September 30, 2021 | 42.00% |
| August 31, 2021 | 42.00% |
| July 31, 2021 | 42.00% |
| June 30, 2021 | 42.00% |
| May 31, 2021 | 42.00% |
| April 30, 2021 | 42.00% |
| March 31, 2021 | 42.00% |
| February 28, 2021 | 42.00% |
| January 31, 2021 | 42.00% |
| December 31, 2020 | 42.00% |
| November 30, 2020 | 42.00% |
| October 31, 2020 | 42.00% |
| September 30, 2020 | 42.00% |
| August 31, 2020 | 42.00% |
| July 31, 2020 | 42.00% |
| June 30, 2020 | 42.00% |
| May 31, 2020 | 42.00% |
| Date | Value |
|---|---|
| April 30, 2020 | 42.00% |
| March 31, 2020 | 42.00% |
| February 29, 2020 | 23.21% |
| January 31, 2020 | 23.21% |
| December 31, 2019 | 23.21% |
| November 30, 2019 | 23.21% |
| October 31, 2019 | 23.21% |
| September 30, 2019 | 23.21% |
| August 31, 2019 | 23.21% |
| July 31, 2019 | 23.21% |
| June 30, 2019 | 23.21% |
| May 31, 2019 | 23.21% |
| April 30, 2019 | 23.21% |
| March 31, 2019 | 23.21% |
| February 28, 2019 | 23.21% |
| January 31, 2019 | 23.21% |
| December 31, 2018 | 23.21% |
| November 30, 2018 | 19.34% |
| October 31, 2018 | 19.34% |
| September 30, 2018 | 19.34% |
| August 31, 2018 | 19.34% |
| July 31, 2018 | 19.34% |
| June 30, 2018 | 19.34% |
| May 31, 2018 | 19.34% |
| April 30, 2018 | 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
19.34%
Minimum
Jun 2017
42.00%
Maximum
Mar 2020
30.50%
Average
23.21%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.596 |
| Beta (5Y) | 1.119 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.13% |
| Historical Sharpe Ratio (5Y) | 0.4709 |
| Historical Sortino (5Y) | 0.4867 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.22% |