NYLI WMC Value Fund R6 (MMPDX)

34.89 -0.04 (-0.11%) USD  |  Jan 30 2026
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MMPDX Max Drawdown (5Y): 15.60% for Jan. 31, 2026

Max Drawdown (5Y) Chart

Sep '18
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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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MFS Value Fund R2 17.88%
Fidelity Value Discovery K6 Fund 16.01%
Invesco Comstock Fund R 17.35%
Hartford Equity Income Fund R6 13.95%
NYLI Epoch US Equity Yield Fund R6 16.11%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.4298
Beta (5Y) 0.7930
Alpha (vs YCharts Benchmark) (5Y) 0.1129
Beta (vs YCharts Benchmark) (5Y) 0.945
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 12.62%
Historical Sharpe Ratio (5Y) 0.7014
Historical Sortino (5Y) 1.133
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.58%

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.