MassMutual Overseas A (MOSAX)
7.83
+0.24 (+3.16%)
USD |
Jun 24 2022
MOSAX Max Drawdown (5Y): 37.62% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 37.62% |
April 30, 2022 | 37.62% |
March 31, 2022 | 37.62% |
February 28, 2022 | 37.62% |
January 31, 2022 | 37.62% |
December 31, 2021 | 37.62% |
November 30, 2021 | 37.62% |
October 31, 2021 | 37.62% |
September 30, 2021 | 37.62% |
August 31, 2021 | 37.62% |
July 31, 2021 | 37.62% |
June 30, 2021 | 37.62% |
May 31, 2021 | 37.62% |
April 30, 2021 | 37.62% |
March 31, 2021 | 37.62% |
February 28, 2021 | 37.62% |
January 31, 2021 | 37.62% |
December 31, 2020 | 37.62% |
November 30, 2020 | 37.62% |
October 31, 2020 | 37.62% |
September 30, 2020 | 37.62% |
August 31, 2020 | 37.62% |
July 31, 2020 | 37.62% |
June 30, 2020 | 37.62% |
May 31, 2020 | 37.62% |
Date | Value |
---|---|
April 30, 2020 | 37.62% |
March 31, 2020 | 37.62% |
February 29, 2020 | 25.29% |
January 31, 2020 | 25.29% |
December 31, 2019 | 25.29% |
November 30, 2019 | 25.29% |
October 31, 2019 | 25.29% |
September 30, 2019 | 25.29% |
August 31, 2019 | 25.29% |
July 31, 2019 | 25.29% |
June 30, 2019 | 25.29% |
May 31, 2019 | 25.29% |
April 30, 2019 | 25.29% |
March 31, 2019 | 25.29% |
February 28, 2019 | 25.29% |
January 31, 2019 | 25.29% |
December 31, 2018 | 25.29% |
November 30, 2018 | 25.29% |
October 31, 2018 | 25.29% |
September 30, 2018 | 25.29% |
August 31, 2018 | 25.29% |
July 31, 2018 | 25.29% |
June 30, 2018 | 25.29% |
May 31, 2018 | 25.29% |
April 30, 2018 | 25.29% |
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
25.29%
Minimum
Jun 2017
37.62%
Maximum
Mar 2020
30.84%
Average
25.29%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5638 |
Beta (5Y) | 1.148 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.48% |
Historical Sharpe Ratio (5Y) | 0.2572 |
Historical Sortino (5Y) | 0.2826 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.01% |