MassMutual Disciplined Gr R5 (MPGSX)
8.41
+0.23 (+2.81%)
USD |
May 26 2022
MPGSX Max Drawdown (5Y): 31.10% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 31.10% |
| March 31, 2022 | 31.10% |
| February 28, 2022 | 31.10% |
| January 31, 2022 | 31.10% |
| December 31, 2021 | 31.10% |
| November 30, 2021 | 31.10% |
| October 31, 2021 | 31.10% |
| September 30, 2021 | 31.10% |
| August 31, 2021 | 31.10% |
| July 31, 2021 | 31.10% |
| June 30, 2021 | 31.10% |
| May 31, 2021 | 31.10% |
| April 30, 2021 | 31.10% |
| March 31, 2021 | 31.10% |
| February 28, 2021 | 31.10% |
| January 31, 2021 | 31.10% |
| December 31, 2020 | 31.10% |
| November 30, 2020 | 31.10% |
| October 31, 2020 | 31.10% |
| September 30, 2020 | 31.10% |
| August 31, 2020 | 31.10% |
| July 31, 2020 | 31.10% |
| June 30, 2020 | 31.10% |
| May 31, 2020 | 31.10% |
| April 30, 2020 | 31.10% |
| Date | Value |
|---|---|
| March 31, 2020 | 31.10% |
| February 29, 2020 | 22.38% |
| January 31, 2020 | 22.38% |
| December 31, 2019 | 22.38% |
| November 30, 2019 | 22.38% |
| October 31, 2019 | 22.38% |
| September 30, 2019 | 22.38% |
| August 31, 2019 | 22.38% |
| July 31, 2019 | 22.38% |
| June 30, 2019 | 22.38% |
| May 31, 2019 | 22.38% |
| April 30, 2019 | 22.38% |
| March 31, 2019 | 22.38% |
| February 28, 2019 | 22.38% |
| January 31, 2019 | 22.38% |
| December 31, 2018 | 22.38% |
| November 30, 2018 | 14.04% |
| October 31, 2018 | 14.04% |
| September 30, 2018 | 14.04% |
| August 31, 2018 | 14.04% |
| July 31, 2018 | 14.04% |
| June 30, 2018 | 14.04% |
| May 31, 2018 | 14.04% |
| April 30, 2018 | 14.04% |
| March 31, 2018 | 14.04% |
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
14.04%
Minimum
May 2017
31.10%
Maximum
Mar 2020
23.52%
Average
22.38%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| American Century Ultra® R | 31.96% |
| American Century Growth R | 30.71% |
| Lord Abbett Growth Leaders R3 | 32.36% |
| MassMutual Blue Chip Growth R4 | 28.89% |
| JPMorgan U.S. GARP Equity R2 | 31.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2701 |
| Beta (5Y) | 1.067 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.12% |
| Historical Sharpe Ratio (5Y) | 0.8176 |
| Historical Sortino (5Y) | 0.9788 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.85% |