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% |