MassMutual Select BlackRock Glbl Allc R3 (MGJRX)
9.07
+0.10 (+1.11%)
USD |
May 26 2022
MGJRX Max Drawdown (5Y): 22.06% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 22.06% |
| March 31, 2022 | 22.06% |
| February 28, 2022 | 22.06% |
| January 31, 2022 | 22.06% |
| December 31, 2021 | 22.06% |
| November 30, 2021 | 22.06% |
| October 31, 2021 | 22.06% |
| September 30, 2021 | 22.06% |
| August 31, 2021 | 22.06% |
| July 31, 2021 | 22.06% |
| June 30, 2021 | 22.06% |
| May 31, 2021 | 22.06% |
| April 30, 2021 | 22.06% |
| March 31, 2021 | 22.06% |
| February 28, 2021 | 22.06% |
| January 31, 2021 | 22.06% |
| December 31, 2020 | 22.06% |
| November 30, 2020 | 22.06% |
| October 31, 2020 | 22.06% |
| September 30, 2020 | 22.06% |
| August 31, 2020 | 22.06% |
| July 31, 2020 | 22.06% |
| June 30, 2020 | 22.06% |
| May 31, 2020 | 22.06% |
| April 30, 2020 | 22.06% |
| Date | Value |
|---|---|
| March 31, 2020 | 22.06% |
| February 29, 2020 | 14.41% |
| January 31, 2020 | 14.41% |
| December 31, 2019 | 14.41% |
| November 30, 2019 | 14.41% |
| October 31, 2019 | 14.41% |
| September 30, 2019 | 14.41% |
| August 31, 2019 | 14.41% |
| July 31, 2019 | 14.41% |
| June 30, 2019 | 14.41% |
| May 31, 2019 | 14.41% |
| April 30, 2019 | 14.41% |
| March 31, 2019 | 14.41% |
| February 28, 2019 | 14.41% |
| January 31, 2019 | 14.41% |
| December 31, 2018 | 14.41% |
| November 30, 2018 | 13.70% |
| October 31, 2018 | 13.70% |
| September 30, 2018 | 13.70% |
| August 31, 2018 | 13.70% |
| July 31, 2018 | 13.70% |
| June 30, 2018 | 13.70% |
| May 31, 2018 | 13.70% |
| April 30, 2018 | 13.70% |
| March 31, 2018 | 13.70% |
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
13.70%
Minimum
May 2017
22.06%
Maximum
Mar 2020
17.50%
Average
14.41%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan Global Allocation R2 | 23.74% |
| Eaton Vance Global Income Builder R | 30.67% |
| Columbia Global Opportunities R | 21.44% |
| Federated Hermes Global Allocation R6 | 25.66% |
| DWS RREEF Real Assets R | 29.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.316 |
| Beta (5Y) | 0.628 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.46% |
| Historical Sharpe Ratio (5Y) | 0.3695 |
| Historical Sortino (5Y) | 0.385 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.24% |