BlackRock Mid-Cap Value R (MRRFX)
18.38
+0.03 (+0.16%)
USD |
Sep 24 2021
MRRFX Max Drawdown (5Y): 42.09% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2021 | 42.09% |
| July 31, 2021 | 42.09% |
| June 30, 2021 | 42.09% |
| May 31, 2021 | 42.09% |
| April 30, 2021 | 42.09% |
| March 31, 2021 | 42.09% |
| February 28, 2021 | 42.09% |
| January 31, 2021 | 42.09% |
| December 31, 2020 | 42.09% |
| November 30, 2020 | 42.09% |
| October 31, 2020 | 42.09% |
| September 30, 2020 | 42.09% |
| August 31, 2020 | 42.09% |
| July 31, 2020 | 42.09% |
| June 30, 2020 | 42.09% |
| May 31, 2020 | 42.09% |
| April 30, 2020 | 42.09% |
| March 31, 2020 | 42.09% |
| February 29, 2020 | 22.47% |
| January 31, 2020 | 22.47% |
| December 31, 2019 | 22.47% |
| November 30, 2019 | 22.47% |
| October 31, 2019 | 22.47% |
| September 30, 2019 | 22.47% |
| August 31, 2019 | 22.47% |
| Date | Value |
|---|---|
| July 31, 2019 | 22.47% |
| June 30, 2019 | 22.47% |
| May 31, 2019 | 22.47% |
| April 30, 2019 | 22.47% |
| March 31, 2019 | 22.47% |
| February 28, 2019 | 22.47% |
| January 31, 2019 | 22.47% |
| December 31, 2018 | 22.47% |
| November 30, 2018 | 22.47% |
| October 31, 2018 | 22.47% |
| September 30, 2018 | 22.47% |
| August 31, 2018 | 22.47% |
| July 31, 2018 | 22.47% |
| June 30, 2018 | 22.47% |
| May 31, 2018 | 22.47% |
| April 30, 2018 | 22.47% |
| March 31, 2018 | 22.47% |
| February 28, 2018 | 22.47% |
| January 31, 2018 | 22.47% |
| December 31, 2017 | 22.47% |
| November 30, 2017 | 22.47% |
| October 31, 2017 | 22.47% |
| September 30, 2017 | 22.47% |
| August 31, 2017 | 22.47% |
| July 31, 2017 | 22.47% |
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
22.47%
Minimum
Sep 2016
42.09%
Maximum
Mar 2020
28.36%
Average
22.47%
Median
Sep 2016
Max Drawdown (5Y) Benchmarks
| MFS Mid Cap Value R2 | 42.76% |
| PGIM QMA Mid-Cap Value R6 | 56.43% |
| Lord Abbett Mid Cap Stock R3 | 42.19% |
| JPMorgan Mid Cap Value R2 | 43.12% |
| Fidelity Advisor® Value Strategies K | 47.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.556 |
| Beta (5Y) | 1.158 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.19% |
| Historical Sharpe Ratio (5Y) | 0.6188 |
| Historical Sortino (5Y) | 0.5893 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.80% |