MassMutual 80/20 Allocation R3 (MRGVX)
10.82
-0.07 (-0.64%)
USD |
Jan 19 2022
MRGVX Max Drawdown (5Y): 29.77% for Dec. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2021 | 29.77% |
| November 30, 2021 | 29.77% |
| October 31, 2021 | 29.77% |
| September 30, 2021 | 29.77% |
| August 31, 2021 | 29.77% |
| July 31, 2021 | 29.77% |
| June 30, 2021 | 29.77% |
| May 31, 2021 | 29.77% |
| April 30, 2021 | 29.77% |
| March 31, 2021 | 29.77% |
| February 28, 2021 | 29.77% |
| January 31, 2021 | 29.77% |
| December 31, 2020 | 29.77% |
| November 30, 2020 | 29.77% |
| October 31, 2020 | 29.77% |
| September 30, 2020 | 29.77% |
| August 31, 2020 | 29.77% |
| July 31, 2020 | 29.77% |
| June 30, 2020 | 29.77% |
| May 31, 2020 | 29.77% |
| April 30, 2020 | 29.77% |
| March 31, 2020 | 29.77% |
| February 29, 2020 | 19.82% |
| January 31, 2020 | 19.82% |
| December 31, 2019 | 19.82% |
| Date | Value |
|---|---|
| November 30, 2019 | 19.82% |
| October 31, 2019 | 19.82% |
| September 30, 2019 | 19.82% |
| August 31, 2019 | 19.82% |
| July 31, 2019 | 19.82% |
| June 30, 2019 | 19.82% |
| May 31, 2019 | 19.82% |
| April 30, 2019 | 19.82% |
| March 31, 2019 | 19.82% |
| February 28, 2019 | 19.82% |
| January 31, 2019 | 19.82% |
| December 31, 2018 | 19.82% |
| November 30, 2018 | 19.82% |
| October 31, 2018 | 19.82% |
| September 30, 2018 | 19.82% |
| August 31, 2018 | 19.82% |
| July 31, 2018 | 19.82% |
| June 30, 2018 | 19.82% |
| May 31, 2018 | 19.82% |
| April 30, 2018 | 19.82% |
| March 31, 2018 | 19.82% |
| February 28, 2018 | 19.82% |
| January 31, 2018 | 19.82% |
| December 31, 2017 | 19.82% |
| November 30, 2017 | 19.82% |
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
19.82%
Minimum
Jan 2017
29.77%
Maximum
Mar 2020
23.47%
Average
19.82%
Median
Jan 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.294 |
| Beta (5Y) | 0.8505 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.66% |
| Historical Sharpe Ratio (5Y) | 0.855 |
| Historical Sortino (5Y) | 0.7757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.20% |