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% |