MassMutual Small Cap Gr Eq R3 (MSGNX)
5.28
-0.10 (-1.86%)
USD |
Jun 28 2022
MSGNX Max Drawdown (5Y): 38.57% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 38.57% |
April 30, 2022 | 38.57% |
March 31, 2022 | 38.57% |
February 28, 2022 | 38.57% |
January 31, 2022 | 38.57% |
December 31, 2021 | 38.57% |
November 30, 2021 | 38.57% |
October 31, 2021 | 38.57% |
September 30, 2021 | 38.57% |
August 31, 2021 | 38.57% |
July 31, 2021 | 38.57% |
June 30, 2021 | 38.57% |
May 31, 2021 | 38.57% |
April 30, 2021 | 38.57% |
March 31, 2021 | 38.57% |
February 28, 2021 | 38.57% |
January 31, 2021 | 38.57% |
December 31, 2020 | 38.57% |
November 30, 2020 | 38.57% |
October 31, 2020 | 38.57% |
September 30, 2020 | 38.57% |
August 31, 2020 | 38.57% |
July 31, 2020 | 38.57% |
June 30, 2020 | 38.57% |
May 31, 2020 | 38.57% |
Date | Value |
---|---|
April 30, 2020 | 38.57% |
March 31, 2020 | 38.57% |
February 29, 2020 | 29.86% |
January 31, 2020 | 29.86% |
December 31, 2019 | 29.86% |
November 30, 2019 | 29.86% |
October 31, 2019 | 29.86% |
September 30, 2019 | 29.86% |
August 31, 2019 | 29.86% |
July 31, 2019 | 29.86% |
June 30, 2019 | 29.86% |
May 31, 2019 | 29.86% |
April 30, 2019 | 29.86% |
March 31, 2019 | 29.86% |
February 28, 2019 | 29.86% |
January 31, 2019 | 29.86% |
December 31, 2018 | 29.86% |
November 30, 2018 | 29.86% |
October 31, 2018 | 29.86% |
September 30, 2018 | 29.86% |
August 31, 2018 | 29.86% |
July 31, 2018 | 29.86% |
June 30, 2018 | 29.86% |
May 31, 2018 | 29.86% |
April 30, 2018 | 29.86% |
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
29.86%
Minimum
Jun 2017
38.57%
Maximum
Mar 2020
33.78%
Average
29.86%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Hartford Small Company R3 | 40.65% |
Invesco Discovery R5 | -- |
Hartford Small Cap Growth R3 | 40.68% |
Allspring Discovery Small Cap Gr R6 | 50.02% |
Voya SmallCap Opportunities R6 | 42.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.290 |
Beta (5Y) | 1.164 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.56% |
Historical Sharpe Ratio (5Y) | 0.5182 |
Historical Sortino (5Y) | 0.5984 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.46% |