NYLI WMC Value Fund R6 (MMPDX)

32.44 -0.58 (-1.76%) USD  |  Mar 04 2025
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MMPDX Max Drawdown (5Y): 39.31% for Feb. 28, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Invesco Comstock Fund R 43.00%
Fidelity Value Discovery K6 Fund 37.70%
NYLI Epoch US Equity Yield Fund R6 35.85%
American Century Value Fund R 39.95%
Hartford Equity Income Fund R6 34.99%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.889
Beta (5Y) 0.9555
Alpha (vs YCharts Benchmark) (5Y) 1.798
Beta (vs YCharts Benchmark) (5Y) 1.002
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.02%
Historical Sharpe Ratio (5Y) 0.8399
Historical Sortino (5Y) 1.533
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.43%

Max Drawdown (5Y) Excel Add-In Codes

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