MassMutual Small Cap Gr Eq I (MSGZX)
12.43
-0.26 (-2.05%)
USD |
Mar 17 2023
MSGZX Max Drawdown (5Y): 38.56% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 38.56% |
January 31, 2023 | 38.56% |
December 31, 2022 | 38.56% |
November 30, 2022 | 38.56% |
October 31, 2022 | 38.56% |
September 30, 2022 | 38.56% |
August 31, 2022 | 38.56% |
July 31, 2022 | 38.56% |
June 30, 2022 | 38.56% |
May 31, 2022 | 38.56% |
April 30, 2022 | 38.56% |
March 31, 2022 | 38.56% |
February 28, 2022 | 38.56% |
January 31, 2022 | 38.56% |
December 31, 2021 | 38.56% |
November 30, 2021 | 38.56% |
October 31, 2021 | 38.56% |
September 30, 2021 | 38.56% |
August 31, 2021 | 38.56% |
July 31, 2021 | 38.56% |
June 30, 2021 | 38.56% |
May 31, 2021 | 38.56% |
April 30, 2021 | 38.56% |
March 31, 2021 | 38.56% |
February 28, 2021 | 38.56% |
Date | Value |
---|---|
January 31, 2021 | 38.56% |
December 31, 2020 | 38.56% |
November 30, 2020 | 38.56% |
October 31, 2020 | 38.56% |
September 30, 2020 | 38.56% |
August 31, 2020 | 38.56% |
July 31, 2020 | 38.56% |
June 30, 2020 | 38.56% |
May 31, 2020 | 38.56% |
April 30, 2020 | 38.56% |
March 31, 2020 | 38.56% |
February 29, 2020 | 29.58% |
January 31, 2020 | 29.58% |
December 31, 2019 | 29.58% |
November 30, 2019 | 29.58% |
October 31, 2019 | 29.58% |
September 30, 2019 | 29.58% |
August 31, 2019 | 29.58% |
July 31, 2019 | 29.58% |
June 30, 2019 | 29.58% |
May 31, 2019 | 29.58% |
April 30, 2019 | 29.58% |
March 31, 2019 | 29.58% |
February 28, 2019 | 29.58% |
January 31, 2019 | 29.58% |
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
29.58%
Minimum
Mar 2018
38.56%
Maximum
Mar 2020
34.97%
Average
38.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Invesco Discovery R6 | 42.73% |
Loomis Sayles Small Cap Growth Instl | 38.52% |
Fidelity AdvisorĀ® Small Cap Growth I | 39.07% |
Hartford Small Cap Growth HLS IA | 40.25% |
Hartford Small Company Y | 42.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.538 |
Beta (5Y) | 1.124 |
Alpha (vs YCharts Benchmark) (5Y) | 2.748 |
Beta (vs YCharts Benchmark) (5Y) | 0.9415 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.80% |
Historical Sharpe Ratio (5Y) | 0.4286 |
Historical Sortino (5Y) | 0.5373 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.49% |