MassMutual Small Company Value A (MMYAX)
8.85
+0.28 (+3.27%)
USD |
Jun 24 2022
MMYAX Max Drawdown (5Y): 48.27% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 48.27% |
April 30, 2022 | 48.27% |
March 31, 2022 | 48.27% |
February 28, 2022 | 48.27% |
January 31, 2022 | 48.27% |
December 31, 2021 | 48.27% |
November 30, 2021 | 48.27% |
October 31, 2021 | 48.27% |
September 30, 2021 | 48.27% |
August 31, 2021 | 48.27% |
July 31, 2021 | 48.27% |
June 30, 2021 | 48.27% |
May 31, 2021 | 48.27% |
April 30, 2021 | 48.27% |
March 31, 2021 | 48.27% |
February 28, 2021 | 48.27% |
January 31, 2021 | 48.27% |
December 31, 2020 | 48.27% |
November 30, 2020 | 48.27% |
October 31, 2020 | 48.27% |
September 30, 2020 | 48.27% |
August 31, 2020 | 48.27% |
July 31, 2020 | 48.27% |
June 30, 2020 | 48.27% |
May 31, 2020 | 48.27% |
Date | Value |
---|---|
April 30, 2020 | 48.27% |
March 31, 2020 | 48.27% |
February 29, 2020 | 25.80% |
January 31, 2020 | 25.80% |
December 31, 2019 | 25.80% |
November 30, 2019 | 25.80% |
October 31, 2019 | 25.80% |
September 30, 2019 | 25.80% |
August 31, 2019 | 25.80% |
July 31, 2019 | 25.80% |
June 30, 2019 | 25.80% |
May 31, 2019 | 25.80% |
April 30, 2019 | 25.80% |
March 31, 2019 | 25.80% |
February 28, 2019 | 25.80% |
January 31, 2019 | 25.80% |
December 31, 2018 | 25.80% |
November 30, 2018 | 22.03% |
October 31, 2018 | 22.03% |
September 30, 2018 | 22.03% |
August 31, 2018 | 22.03% |
July 31, 2018 | 22.03% |
June 30, 2018 | 22.03% |
May 31, 2018 | 22.03% |
April 30, 2018 | 22.03% |
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
22.03%
Minimum
Jun 2017
48.27%
Maximum
Mar 2020
34.78%
Average
25.80%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
AB Small Cap Value A | 49.28% |
Touchstone Small Cap Value A | 44.56% |
American Century Small Cap Value A | 43.54% |
Hartford Small Cap Value A | 48.58% |
Federated Hermes Clover Small Value A | 48.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.732 |
Beta (5Y) | 1.168 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.52% |
Historical Sharpe Ratio (5Y) | 0.3777 |
Historical Sortino (5Y) | 0.4162 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.42% |