MassMutual High Yield Fund R4 (MPHRX)

7.95 0.00 (0.00%) USD  |  Jan 30 2026
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MPHRX Max Drawdown (5Y): 15.00% for Jan. 31, 2026

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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BlackRock High Yield Portfolio R 14.70%
Eaton Vance Income Fund of Boston R 12.40%
Transamerica High Yield Bond R6 15.01%
Calvert High Yield Bond Fund R6 14.17%
Putnam High Yield Fund R 15.43%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.153
Beta (5Y) 0.7487
Alpha (vs YCharts Benchmark) (5Y) 0.3181
Beta (vs YCharts Benchmark) (5Y) 0.9745
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.33%
Historical Sharpe Ratio (5Y) 0.2445
Historical Sortino (5Y) 0.3104
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.93%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MPHRX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MPHRX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.