MassMutual Small Cap Gr Eq Adm (MSGLX)
10.68
-0.16 (-1.48%)
USD |
Aug 17 2022
MSGLX Max Drawdown (5Y): 38.61% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 38.61% |
June 30, 2022 | 38.61% |
May 31, 2022 | 38.61% |
April 30, 2022 | 38.61% |
March 31, 2022 | 38.61% |
February 28, 2022 | 38.61% |
January 31, 2022 | 38.61% |
December 31, 2021 | 38.61% |
November 30, 2021 | 38.61% |
October 31, 2021 | 38.61% |
September 30, 2021 | 38.61% |
August 31, 2021 | 38.61% |
July 31, 2021 | 38.61% |
June 30, 2021 | 38.61% |
May 31, 2021 | 38.61% |
April 30, 2021 | 38.61% |
March 31, 2021 | 38.61% |
February 28, 2021 | 38.61% |
January 31, 2021 | 38.61% |
December 31, 2020 | 38.61% |
November 30, 2020 | 38.61% |
October 31, 2020 | 38.61% |
September 30, 2020 | 38.61% |
August 31, 2020 | 38.61% |
July 31, 2020 | 38.61% |
Date | Value |
---|---|
June 30, 2020 | 38.61% |
May 31, 2020 | 38.61% |
April 30, 2020 | 38.61% |
March 31, 2020 | 38.61% |
February 29, 2020 | 29.72% |
January 31, 2020 | 29.72% |
December 31, 2019 | 29.72% |
November 30, 2019 | 29.72% |
October 31, 2019 | 29.72% |
September 30, 2019 | 29.72% |
August 31, 2019 | 29.72% |
July 31, 2019 | 29.72% |
June 30, 2019 | 29.72% |
May 31, 2019 | 29.72% |
April 30, 2019 | 29.72% |
March 31, 2019 | 29.72% |
February 28, 2019 | 29.72% |
January 31, 2019 | 29.72% |
December 31, 2018 | 29.72% |
November 30, 2018 | 29.72% |
October 31, 2018 | 29.72% |
September 30, 2018 | 29.72% |
August 31, 2018 | 29.72% |
July 31, 2018 | 29.72% |
June 30, 2018 | 29.72% |
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
29.72%
Minimum
Aug 2017
38.61%
Maximum
Mar 2020
34.02%
Average
29.72%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.290 |
Beta (5Y) | 1.155 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.79% |
Historical Sharpe Ratio (5Y) | 0.531 |
Historical Sortino (5Y) | 0.6234 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.40% |