MassMutual Global Fund R3 (MGFNX)

7.20 +0.04 (+0.56%) USD  |  Jan 09 2026
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MGFNX Max Drawdown (5Y): 42.13% for Dec. 31, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Invesco Global Fund R5 41.59%
Calamos Global Equity Fund R6 35.72%
BlackRock Unconstrained Equity Fund R 31.77%
William Blair Global Leaders Fund R6 38.66%
Nomura Global Growth Fund R 28.70%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.138
Beta (5Y) 1.127
Alpha (vs YCharts Benchmark) (5Y) -6.708
Beta (vs YCharts Benchmark) (5Y) 1.236
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.70%
Historical Sharpe Ratio (5Y) 0.168
Historical Sortino (5Y) 0.2428
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.67%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MGFNX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MGFNX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.