MassMutual Small Company Value R4 (MMVFX)
8.62
-0.04 (-0.46%)
USD |
Feb 03 2023
MMVFX Max Drawdown (5Y): 48.16% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 48.16% |
December 31, 2022 | 48.16% |
November 30, 2022 | 48.16% |
October 31, 2022 | 48.16% |
September 30, 2022 | 48.16% |
August 31, 2022 | 48.16% |
July 31, 2022 | 48.16% |
June 30, 2022 | 48.16% |
May 31, 2022 | 48.16% |
April 30, 2022 | 48.16% |
March 31, 2022 | 48.16% |
February 28, 2022 | 48.16% |
January 31, 2022 | 48.16% |
December 31, 2021 | 48.16% |
November 30, 2021 | 48.16% |
October 31, 2021 | 48.16% |
September 30, 2021 | 48.16% |
August 31, 2021 | 48.16% |
July 31, 2021 | 48.16% |
June 30, 2021 | 48.16% |
May 31, 2021 | 48.16% |
April 30, 2021 | 48.16% |
March 31, 2021 | 48.16% |
February 28, 2021 | 48.16% |
January 31, 2021 | 48.16% |
Date | Value |
---|---|
December 31, 2020 | 48.16% |
November 30, 2020 | 48.16% |
October 31, 2020 | 48.16% |
September 30, 2020 | 48.16% |
August 31, 2020 | 48.16% |
July 31, 2020 | 48.16% |
June 30, 2020 | 48.16% |
May 31, 2020 | 48.16% |
April 30, 2020 | 48.16% |
March 31, 2020 | 48.16% |
February 29, 2020 | 25.70% |
January 31, 2020 | 25.70% |
December 31, 2019 | 25.70% |
November 30, 2019 | 25.70% |
October 31, 2019 | 25.70% |
September 30, 2019 | 25.70% |
August 31, 2019 | 25.70% |
July 31, 2019 | 25.70% |
June 30, 2019 | 25.70% |
May 31, 2019 | 25.70% |
April 30, 2019 | 25.70% |
March 31, 2019 | 25.70% |
February 28, 2019 | 25.70% |
January 31, 2019 | 25.70% |
December 31, 2018 | 25.70% |
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
21.98%
Minimum
Feb 2018
48.16%
Maximum
Mar 2020
38.18%
Average
48.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.324 |
Beta (5Y) | 1.184 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5813 |
Beta (vs YCharts Benchmark) (5Y) | 1.018 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.79% |
Historical Sharpe Ratio (5Y) | 0.2985 |
Historical Sortino (5Y) | 0.3484 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.18% |