MassMutual Growth Opps R5 (MGRSX)
4.95
+0.04 (+0.81%)
USD |
May 23 2022
MGRSX Max Drawdown (5Y): 38.77% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 38.77% |
| March 31, 2022 | 36.75% |
| February 28, 2022 | 30.82% |
| January 31, 2022 | 28.89% |
| December 31, 2021 | 28.89% |
| November 30, 2021 | 28.89% |
| October 31, 2021 | 28.89% |
| September 30, 2021 | 28.89% |
| August 31, 2021 | 28.89% |
| July 31, 2021 | 28.89% |
| June 30, 2021 | 28.89% |
| May 31, 2021 | 28.89% |
| April 30, 2021 | 28.89% |
| March 31, 2021 | 28.89% |
| February 28, 2021 | 28.89% |
| January 31, 2021 | 28.89% |
| December 31, 2020 | 28.89% |
| November 30, 2020 | 28.89% |
| October 31, 2020 | 28.89% |
| September 30, 2020 | 28.89% |
| August 31, 2020 | 28.89% |
| July 31, 2020 | 28.89% |
| June 30, 2020 | 28.89% |
| May 31, 2020 | 28.89% |
| April 30, 2020 | 28.89% |
| Date | Value |
|---|---|
| March 31, 2020 | 28.89% |
| February 29, 2020 | 22.40% |
| January 31, 2020 | 22.40% |
| December 31, 2019 | 22.40% |
| November 30, 2019 | 22.40% |
| October 31, 2019 | 22.40% |
| September 30, 2019 | 22.40% |
| August 31, 2019 | 22.40% |
| July 31, 2019 | 22.40% |
| June 30, 2019 | 22.40% |
| May 31, 2019 | 22.40% |
| April 30, 2019 | 22.40% |
| March 31, 2019 | 22.40% |
| February 28, 2019 | 22.40% |
| January 31, 2019 | 22.40% |
| December 31, 2018 | 22.40% |
| November 30, 2018 | 21.52% |
| October 31, 2018 | 21.52% |
| September 30, 2018 | 21.52% |
| August 31, 2018 | 21.52% |
| July 31, 2018 | 21.52% |
| June 30, 2018 | 21.52% |
| May 31, 2018 | 21.52% |
| April 30, 2018 | 21.52% |
| March 31, 2018 | 21.52% |
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
21.52%
Minimum
May 2017
38.77%
Maximum
Apr 2022
25.26%
Average
22.40%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Jackson Square Large-Cap Growth IS | 32.23% |
| Allspring Discovery Large Cap Gr R6 | 31.13% |
| Principal LargeCap Growth I R4 | 31.39% |
| BlackRock Capital Appreciation R | 31.07% |
| PGIM Jennison Growth R4 | 31.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.288 |
| Beta (5Y) | 1.113 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.58% |
| Historical Sharpe Ratio (5Y) | 0.5875 |
| Historical Sortino (5Y) | 0.7391 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.47% |