MassMutual Strategic Bond R3 (MSBNX)
9.10
+0.01 (+0.11%)
USD |
Aug 10 2022
MSBNX Max Drawdown (5Y): 16.71% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 16.71% |
| June 30, 2022 | 16.71% |
| May 31, 2022 | 13.62% |
| April 30, 2022 | 12.92% |
| March 31, 2022 | 12.92% |
| February 28, 2022 | 12.92% |
| January 31, 2022 | 12.92% |
| December 31, 2021 | 12.92% |
| November 30, 2021 | 12.92% |
| October 31, 2021 | 12.92% |
| September 30, 2021 | 12.92% |
| August 31, 2021 | 12.92% |
| July 31, 2021 | 12.92% |
| June 30, 2021 | 12.92% |
| May 31, 2021 | 12.92% |
| April 30, 2021 | 12.92% |
| March 31, 2021 | 12.92% |
| February 28, 2021 | 12.92% |
| January 31, 2021 | 12.92% |
| December 31, 2020 | 12.92% |
| November 30, 2020 | 12.92% |
| October 31, 2020 | 12.92% |
| September 30, 2020 | 12.92% |
| August 31, 2020 | 12.92% |
| July 31, 2020 | 12.92% |
| Date | Value |
|---|---|
| June 30, 2020 | 12.92% |
| May 31, 2020 | 12.92% |
| April 30, 2020 | 12.92% |
| March 31, 2020 | 12.92% |
| February 29, 2020 | 5.68% |
| January 31, 2020 | 5.68% |
| December 31, 2019 | 5.68% |
| November 30, 2019 | 5.68% |
| October 31, 2019 | 5.68% |
| September 30, 2019 | 5.68% |
| August 31, 2019 | 5.68% |
| July 31, 2019 | 5.68% |
| June 30, 2019 | 5.68% |
| May 31, 2019 | 5.68% |
| April 30, 2019 | 5.68% |
| March 31, 2019 | 5.68% |
| February 28, 2019 | 5.68% |
| January 31, 2019 | 5.68% |
| December 31, 2018 | 5.68% |
| November 30, 2018 | 5.68% |
| October 31, 2018 | 5.49% |
| September 30, 2018 | 4.81% |
| August 31, 2018 | 4.81% |
| July 31, 2018 | 4.81% |
| June 30, 2018 | 6.04% |
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
4.81%
Minimum
Jul 2018
16.71%
Maximum
Jun 2022
9.34%
Average
6.04%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| MassMutual Diversified Bond R3 | 16.34% |
| Virtus Newfleet Core Plus Bond R6 | 11.97% |
| American Century Core Plus R | 14.24% |
| Hartford Total Return Bond R5 | 15.15% |
| Russell Inv Strategic Bond R6 | 15.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.493 |
| Beta (5Y) | 1.151 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.28% |
| Historical Sharpe Ratio (5Y) | -0.0065 |
| Historical Sortino (5Y) | -0.0075 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.97% |