MassMutual Fundamental Value R4 (MFUFX)
7.93
+0.09 (+1.15%)
USD |
Mar 31 2023
MFUFX Max Drawdown (5Y): 41.35% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2023 | 41.35% |
February 28, 2023 | 41.35% |
January 31, 2023 | 41.35% |
December 31, 2022 | 41.35% |
November 30, 2022 | 41.35% |
October 31, 2022 | 41.35% |
September 30, 2022 | 41.35% |
August 31, 2022 | 41.35% |
July 31, 2022 | 41.35% |
June 30, 2022 | 41.35% |
May 31, 2022 | 41.35% |
April 30, 2022 | 41.35% |
March 31, 2022 | 41.35% |
February 28, 2022 | 41.35% |
January 31, 2022 | 41.35% |
December 31, 2021 | 41.35% |
November 30, 2021 | 41.35% |
October 31, 2021 | 41.35% |
September 30, 2021 | 41.35% |
August 31, 2021 | 41.35% |
July 31, 2021 | 41.35% |
June 30, 2021 | 41.35% |
May 31, 2021 | 41.35% |
April 30, 2021 | 41.35% |
March 31, 2021 | 41.35% |
Date | Value |
---|---|
February 28, 2021 | 41.35% |
January 31, 2021 | 41.35% |
December 31, 2020 | 41.35% |
November 30, 2020 | 41.35% |
October 31, 2020 | 41.35% |
September 30, 2020 | 41.35% |
August 31, 2020 | 41.35% |
July 31, 2020 | 41.35% |
June 30, 2020 | 41.35% |
May 31, 2020 | 41.35% |
April 30, 2020 | 41.35% |
March 31, 2020 | 41.35% |
February 29, 2020 | 21.04% |
January 31, 2020 | 21.04% |
December 31, 2019 | 21.04% |
November 30, 2019 | 21.04% |
October 31, 2019 | 21.04% |
September 30, 2019 | 21.04% |
August 31, 2019 | 21.04% |
July 31, 2019 | 21.04% |
June 30, 2019 | 21.04% |
May 31, 2019 | 21.04% |
April 30, 2019 | 21.04% |
March 31, 2019 | 21.04% |
February 28, 2019 | 21.04% |
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
17.97%
Minimum
Apr 2018
41.35%
Maximum
Mar 2020
33.16%
Average
41.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JPMorgan Value Advantage R4 | 41.07% |
Touchstone Dividend Equity R6 | 37.59% |
Goldman Sachs Equity Income R | 35.14% |
MassMutual Diversified Value R4 | 38.72% |
Delaware Growth and Income R6 | 37.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.034 |
Beta (5Y) | 0.9632 |
Alpha (vs YCharts Benchmark) (5Y) | -0.4791 |
Beta (vs YCharts Benchmark) (5Y) | 1.043 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.73% |
Historical Sharpe Ratio (5Y) | 0.3647 |
Historical Sortino (5Y) | 0.3867 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.22% |