BlackRock Advantage Large Cap Val R (MRLVX)
25.40
+0.29 (+1.15%)
USD |
Jul 01 2022
MRLVX Max Drawdown (5Y): 37.16% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 37.16% |
| May 31, 2022 | 37.16% |
| April 30, 2022 | 37.16% |
| March 31, 2022 | 37.16% |
| February 28, 2022 | 37.16% |
| January 31, 2022 | 37.16% |
| December 31, 2021 | 37.16% |
| November 30, 2021 | 37.16% |
| October 31, 2021 | 37.16% |
| September 30, 2021 | 37.16% |
| August 31, 2021 | 37.16% |
| July 31, 2021 | 37.16% |
| June 30, 2021 | 37.16% |
| May 31, 2021 | 37.16% |
| April 30, 2021 | 37.16% |
| March 31, 2021 | 37.16% |
| February 28, 2021 | 37.16% |
| January 31, 2021 | 37.16% |
| December 31, 2020 | 37.16% |
| November 30, 2020 | 37.16% |
| October 31, 2020 | 37.16% |
| September 30, 2020 | 37.16% |
| August 31, 2020 | 37.16% |
| July 31, 2020 | 37.16% |
| June 30, 2020 | 37.16% |
| Date | Value |
|---|---|
| May 31, 2020 | 37.16% |
| April 30, 2020 | 37.16% |
| March 31, 2020 | 37.16% |
| February 29, 2020 | 18.92% |
| January 31, 2020 | 18.92% |
| December 31, 2019 | 18.92% |
| November 30, 2019 | 18.92% |
| October 31, 2019 | 18.92% |
| September 30, 2019 | 18.92% |
| August 31, 2019 | 18.92% |
| July 31, 2019 | 18.92% |
| June 30, 2019 | 18.92% |
| May 31, 2019 | 18.92% |
| April 30, 2019 | 18.92% |
| March 31, 2019 | 18.92% |
| February 28, 2019 | 18.92% |
| January 31, 2019 | 18.92% |
| December 31, 2018 | 18.92% |
| November 30, 2018 | 18.14% |
| October 31, 2018 | 18.14% |
| September 30, 2018 | 18.14% |
| August 31, 2018 | 18.14% |
| July 31, 2018 | 18.14% |
| June 30, 2018 | 18.14% |
| May 31, 2018 | 18.14% |
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
18.14%
Minimum
Jul 2017
37.16%
Maximum
Mar 2020
27.21%
Average
18.92%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Neuberger Berman Large Cap Value R3 | 39.06% |
| MassMutual Disciplined Value R3 | 38.28% |
| American Century Value R5 | 39.90% |
| MainStay WMC Value R2 | 39.32% |
| Hartford Quality Value R3 | 36.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.861 |
| Beta (5Y) | 0.9655 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.00% |
| Historical Sharpe Ratio (5Y) | 0.4257 |
| Historical Sortino (5Y) | 0.4219 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.13% |