Transamerica Mid Cap Value Opps R4 (TOTFX)
10.02
+0.08 (+0.80%)
USD |
Mar 24 2023
TOTFX Max Drawdown (5Y): 44.16% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 44.16% |
January 31, 2023 | 44.16% |
December 31, 2022 | 44.16% |
November 30, 2022 | 44.16% |
October 31, 2022 | 44.16% |
September 30, 2022 | 44.16% |
August 31, 2022 | 44.16% |
July 31, 2022 | 44.16% |
June 30, 2022 | 44.16% |
May 31, 2022 | 44.16% |
April 30, 2022 | 44.16% |
March 31, 2022 | 44.16% |
February 28, 2022 | 44.16% |
January 31, 2022 | 44.16% |
December 31, 2021 | 44.16% |
November 30, 2021 | 44.16% |
October 31, 2021 | 44.16% |
September 30, 2021 | 44.16% |
August 31, 2021 | 44.16% |
July 31, 2021 | 44.16% |
June 30, 2021 | 44.16% |
May 31, 2021 | 44.16% |
April 30, 2021 | 44.16% |
March 31, 2021 | 44.16% |
February 28, 2021 | 44.16% |
Date | Value |
---|---|
January 31, 2021 | 44.16% |
December 31, 2020 | 44.16% |
November 30, 2020 | 44.16% |
October 31, 2020 | 44.16% |
September 30, 2020 | 44.16% |
August 31, 2020 | 44.16% |
July 31, 2020 | 44.16% |
June 30, 2020 | 44.16% |
May 31, 2020 | 44.16% |
April 30, 2020 | 44.16% |
March 31, 2020 | 44.16% |
February 29, 2020 | 18.75% |
January 31, 2020 | 18.75% |
December 31, 2019 | 18.75% |
November 30, 2019 | 18.75% |
October 31, 2019 | 18.75% |
September 30, 2019 | 18.75% |
August 31, 2019 | 18.75% |
July 31, 2019 | 18.75% |
June 30, 2019 | 18.75% |
May 31, 2019 | 18.75% |
April 30, 2019 | 18.75% |
March 31, 2019 | 18.75% |
February 28, 2019 | 18.75% |
January 31, 2019 | 18.75% |
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
11.13%
Minimum
Mar 2018
44.16%
Maximum
Mar 2020
32.85%
Average
44.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Transamerica Small/Mid Cap Value R6 | 44.07% |
BlackRock Mid-Cap Value R | 42.09% |
MassMutual Mid Cap Value R4 | 39.65% |
JPMorgan Mid Cap Value R2 | 43.12% |
MFS Mid Cap Value R2 | 42.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.289 |
Beta (5Y) | 1.049 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7999 |
Beta (vs YCharts Benchmark) (5Y) | 0.9754 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.54% |
Historical Sharpe Ratio (5Y) | 0.4116 |
Historical Sortino (5Y) | 0.4073 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.67% |