MassMutual Fundamental Growth R4 (MFGFX)
2.18
+0.07 (+3.32%)
USD |
May 27 2022
MFGFX Max Drawdown (5Y): 36.05% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 36.05% |
| March 31, 2022 | 36.05% |
| February 28, 2022 | 36.05% |
| January 31, 2022 | 36.05% |
| December 31, 2021 | 36.05% |
| November 30, 2021 | 36.05% |
| October 31, 2021 | 36.05% |
| September 30, 2021 | 36.05% |
| August 31, 2021 | 36.05% |
| July 31, 2021 | 36.05% |
| June 30, 2021 | 36.05% |
| May 31, 2021 | 36.05% |
| April 30, 2021 | 36.05% |
| March 31, 2021 | 36.05% |
| February 28, 2021 | 36.05% |
| January 31, 2021 | 36.05% |
| December 31, 2020 | 36.05% |
| November 30, 2020 | 36.05% |
| October 31, 2020 | 36.05% |
| September 30, 2020 | 36.05% |
| August 31, 2020 | 36.05% |
| July 31, 2020 | 36.05% |
| June 30, 2020 | 36.05% |
| May 31, 2020 | 36.05% |
| April 30, 2020 | 36.05% |
| Date | Value |
|---|---|
| March 31, 2020 | 36.05% |
| February 29, 2020 | 20.58% |
| January 31, 2020 | 20.58% |
| December 31, 2019 | 20.58% |
| November 30, 2019 | 20.58% |
| October 31, 2019 | 20.58% |
| September 30, 2019 | 20.58% |
| August 31, 2019 | 20.58% |
| July 31, 2019 | 20.58% |
| June 30, 2019 | 20.58% |
| May 31, 2019 | 20.58% |
| April 30, 2019 | 20.58% |
| March 31, 2019 | 20.58% |
| February 28, 2019 | 20.58% |
| January 31, 2019 | 20.58% |
| December 31, 2018 | 20.58% |
| November 30, 2018 | 12.95% |
| October 31, 2018 | 12.64% |
| September 30, 2018 | 12.64% |
| August 31, 2018 | 12.64% |
| July 31, 2018 | 12.64% |
| June 30, 2018 | 12.64% |
| May 31, 2018 | 12.64% |
| April 30, 2018 | 12.64% |
| March 31, 2018 | 12.64% |
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
12.64%
Minimum
May 2017
36.05%
Maximum
Mar 2020
24.77%
Average
20.58%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Transamerica Mid Cap Growth R6 | 35.62% |
| Voya MidCap Opportunities R | 35.40% |
| American Century Heritage R5 | 37.64% |
| PGIM Jennison Mid-Cap Growth R2 | 35.93% |
| Lord Abbett Growth Opportunities R2 | 35.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.470 |
| Beta (5Y) | 1.06 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.59% |
| Historical Sharpe Ratio (5Y) | 0.6283 |
| Historical Sortino (5Y) | 0.6861 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.08% |