MassMutual Overseas Adm (MOSLX)
8.43
+0.14 (+1.69%)
USD |
May 23 2022
MOSLX Max Drawdown (5Y): 37.31% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 37.31% |
March 31, 2022 | 37.31% |
February 28, 2022 | 37.31% |
January 31, 2022 | 37.31% |
December 31, 2021 | 37.31% |
November 30, 2021 | 37.31% |
October 31, 2021 | 37.31% |
September 30, 2021 | 37.31% |
August 31, 2021 | 37.31% |
July 31, 2021 | 37.31% |
June 30, 2021 | 37.31% |
May 31, 2021 | 37.31% |
April 30, 2021 | 37.31% |
March 31, 2021 | 37.31% |
February 28, 2021 | 37.31% |
January 31, 2021 | 37.31% |
December 31, 2020 | 37.31% |
November 30, 2020 | 37.31% |
October 31, 2020 | 37.31% |
September 30, 2020 | 37.31% |
August 31, 2020 | 37.31% |
July 31, 2020 | 37.31% |
June 30, 2020 | 37.31% |
May 31, 2020 | 37.31% |
April 30, 2020 | 37.31% |
Date | Value |
---|---|
March 31, 2020 | 37.31% |
February 29, 2020 | 25.10% |
January 31, 2020 | 25.10% |
December 31, 2019 | 25.10% |
November 30, 2019 | 25.10% |
October 31, 2019 | 25.10% |
September 30, 2019 | 25.10% |
August 31, 2019 | 25.10% |
July 31, 2019 | 25.10% |
June 30, 2019 | 25.10% |
May 31, 2019 | 25.10% |
April 30, 2019 | 25.10% |
March 31, 2019 | 25.10% |
February 28, 2019 | 25.10% |
January 31, 2019 | 25.10% |
December 31, 2018 | 25.10% |
November 30, 2018 | 25.10% |
October 31, 2018 | 25.10% |
September 30, 2018 | 25.10% |
August 31, 2018 | 25.10% |
July 31, 2018 | 25.10% |
June 30, 2018 | 25.10% |
May 31, 2018 | 25.10% |
April 30, 2018 | 25.10% |
March 31, 2018 | 25.10% |
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
25.10%
Minimum
May 2017
37.31%
Maximum
Mar 2020
30.39%
Average
25.10%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.75 |
Beta (5Y) | 1.147 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.30% |
Historical Sharpe Ratio (5Y) | 0.2812 |
Historical Sortino (5Y) | 0.3031 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.53% |