MassMutual 60/40 Allocation Fund R3 (MROTX)

9.31 -0.03 (-0.32%) USD  |  Dec 13 2024
More

MROTX Max Drawdown (5Y): 25.71% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MROTX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Invesco Charter Fund R6 34.72%
BlackRock Advantage Large Cap Core Fund R 34.32%
Jensen Quality Growth Fund R 30.80%
Pioneer Fund R 30.18%
MFS Research Fund R2 33.52%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.624
Beta (5Y) 0.6974
Alpha (vs YCharts Benchmark) (5Y) -4.624
Beta (vs YCharts Benchmark) (5Y) 0.6974
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 13.64%
Historical Sharpe Ratio (5Y) 0.3437
Historical Sortino (5Y) 0.3576
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.82%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MROTX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MROTX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.