MassMutual Small Cap Gr Eq I (MSGZX)
13.83
-0.20 (-1.43%)
USD |
Aug 17 2022
MSGZX Max Drawdown (5Y): 38.56% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
December 31, 2018 | 29.58% |
November 30, 2018 | 29.58% |
October 31, 2018 | 29.58% |
September 30, 2018 | 29.58% |
August 31, 2018 | 29.58% |
July 31, 2018 | 29.58% |
June 30, 2018 | 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
Aug 2017
38.56%
Maximum
Mar 2020
33.92%
Average
29.58%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Hartford Small Company HLS IA | 42.54% |
Hartford Small Cap Growth HLS IB | 40.26% |
Hartford Small Cap Growth Y | 40.64% |
Putnam Small Cap Growth Y | 38.81% |
Hartford Small Company Y | 42.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.931 |
Beta (5Y) | 1.153 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.79% |
Historical Sharpe Ratio (5Y) | 0.5448 |
Historical Sortino (5Y) | 0.6396 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.38% |