Touchstone Mid Cap Fund Z (TMCTX)
52.17
-1.08
(-2.03%)
USD |
Jun 13 2025
TMCTX Max Drawdown (5Y): 21.54% for May 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Boston Trust Midcap Fund | 20.79% |
| Parnassus Mid Cap Fund Investor | 29.27% |
| Boston Trust Walden Midcap Fund | 20.82% |
| Fidelity Mid Cap Index Fund | 26.08% |
| Thrivent Mid Cap Stock Fund S | 26.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.602 |
| Beta (5Y) | 0.8841 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.402 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8519 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.14% |
| Historical Sharpe Ratio (5Y) | 0.4669 |
| Historical Sortino (5Y) | 0.8485 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.35% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:TMCTX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:TMCTX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |