MassMutual Small Company Val Adm (MMYLX)
9.61
-0.10 (-1.03%)
USD |
May 24 2022
MMYLX Max Drawdown (5Y): 48.10% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 48.10% |
| March 31, 2022 | 48.10% |
| February 28, 2022 | 48.10% |
| January 31, 2022 | 48.10% |
| December 31, 2021 | 48.10% |
| November 30, 2021 | 48.10% |
| October 31, 2021 | 48.10% |
| September 30, 2021 | 48.10% |
| August 31, 2021 | 48.10% |
| July 31, 2021 | 48.10% |
| June 30, 2021 | 48.10% |
| May 31, 2021 | 48.10% |
| April 30, 2021 | 48.10% |
| March 31, 2021 | 48.10% |
| February 28, 2021 | 48.10% |
| January 31, 2021 | 48.10% |
| December 31, 2020 | 48.10% |
| November 30, 2020 | 48.10% |
| October 31, 2020 | 48.10% |
| September 30, 2020 | 48.10% |
| August 31, 2020 | 48.10% |
| July 31, 2020 | 48.10% |
| June 30, 2020 | 48.10% |
| May 31, 2020 | 48.10% |
| April 30, 2020 | 48.10% |
| Date | Value |
|---|---|
| March 31, 2020 | 48.10% |
| February 29, 2020 | 25.71% |
| January 31, 2020 | 25.71% |
| December 31, 2019 | 25.71% |
| November 30, 2019 | 25.71% |
| October 31, 2019 | 25.71% |
| September 30, 2019 | 25.71% |
| August 31, 2019 | 25.71% |
| July 31, 2019 | 25.71% |
| June 30, 2019 | 25.71% |
| May 31, 2019 | 25.71% |
| April 30, 2019 | 25.71% |
| March 31, 2019 | 25.71% |
| February 28, 2019 | 25.71% |
| January 31, 2019 | 25.71% |
| December 31, 2018 | 25.71% |
| November 30, 2018 | 21.93% |
| October 31, 2018 | 21.93% |
| September 30, 2018 | 21.93% |
| August 31, 2018 | 21.93% |
| July 31, 2018 | 21.93% |
| June 30, 2018 | 21.93% |
| May 31, 2018 | 21.93% |
| April 30, 2018 | 21.93% |
| March 31, 2018 | 21.93% |
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
21.93%
Minimum
May 2017
48.10%
Maximum
Mar 2020
34.21%
Average
25.71%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| PF Small-Cap Value P | 49.40% |
| Great-West Small Cap Value Inv | 43.52% |
| Lord Abbett Small Cap Value F | 50.23% |
| Hartford Small Cap Value F | 48.18% |
| Chartwell Small Cap Value | 44.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.863 |
| Beta (5Y) | 1.172 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.36% |
| Historical Sharpe Ratio (5Y) | 0.3495 |
| Historical Sortino (5Y) | 0.3773 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.36% |