MassMutual Small Company Val R5 (MSVSX)
9.96
-0.11 (-1.09%)
USD |
May 24 2022
MSVSX Max Drawdown (5Y): 47.97% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 47.97% |
| March 31, 2022 | 47.97% |
| February 28, 2022 | 47.97% |
| January 31, 2022 | 47.97% |
| December 31, 2021 | 47.97% |
| November 30, 2021 | 47.97% |
| October 31, 2021 | 47.97% |
| September 30, 2021 | 47.97% |
| August 31, 2021 | 47.97% |
| July 31, 2021 | 47.97% |
| June 30, 2021 | 47.97% |
| May 31, 2021 | 47.97% |
| April 30, 2021 | 47.97% |
| March 31, 2021 | 47.97% |
| February 28, 2021 | 47.97% |
| January 31, 2021 | 47.97% |
| December 31, 2020 | 47.97% |
| November 30, 2020 | 47.97% |
| October 31, 2020 | 47.97% |
| September 30, 2020 | 47.97% |
| August 31, 2020 | 47.97% |
| July 31, 2020 | 47.97% |
| June 30, 2020 | 47.97% |
| May 31, 2020 | 47.97% |
| April 30, 2020 | 47.97% |
| Date | Value |
|---|---|
| March 31, 2020 | 47.97% |
| February 29, 2020 | 25.71% |
| January 31, 2020 | 25.71% |
| December 31, 2019 | 25.71% |
| November 30, 2019 | 25.71% |
| October 31, 2019 | 25.71% |
| September 30, 2019 | 25.71% |
| August 31, 2019 | 25.71% |
| July 31, 2019 | 25.71% |
| June 30, 2019 | 25.71% |
| May 31, 2019 | 25.71% |
| April 30, 2019 | 25.71% |
| March 31, 2019 | 25.71% |
| February 28, 2019 | 25.71% |
| January 31, 2019 | 25.71% |
| December 31, 2018 | 25.71% |
| November 30, 2018 | 21.81% |
| October 31, 2018 | 21.81% |
| September 30, 2018 | 21.81% |
| August 31, 2018 | 21.81% |
| July 31, 2018 | 21.81% |
| June 30, 2018 | 21.81% |
| May 31, 2018 | 21.81% |
| April 30, 2018 | 21.81% |
| March 31, 2018 | 21.81% |
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
21.81%
Minimum
May 2017
47.97%
Maximum
Mar 2020
34.12%
Average
25.71%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| AB Discovery Value K | 49.08% |
| American Century Small Cap Value R5 | 43.58% |
| Delaware Small Cap Value R | 46.51% |
| Federated Hermes Clover Small Value R | 48.56% |
| JHancock Small Cap Value R6 | 45.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.647 |
| Beta (5Y) | 1.172 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.37% |
| Historical Sharpe Ratio (5Y) | 0.3579 |
| Historical Sortino (5Y) | 0.386 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.39% |