Transamerica Mid Cap Value Opps R (TOTRX)
11.75
-0.02 (-0.17%)
USD |
May 19 2022
TOTRX Max Drawdown (5Y): 44.20% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 44.20% |
| March 31, 2022 | 44.20% |
| February 28, 2022 | 44.20% |
| January 31, 2022 | 44.20% |
| December 31, 2021 | 44.20% |
| November 30, 2021 | 44.20% |
| October 31, 2021 | 44.20% |
| September 30, 2021 | 44.20% |
| August 31, 2021 | 44.20% |
| July 31, 2021 | 44.20% |
| June 30, 2021 | 44.20% |
| May 31, 2021 | 44.20% |
| April 30, 2021 | 44.20% |
| March 31, 2021 | 44.20% |
| February 28, 2021 | 44.20% |
| January 31, 2021 | 44.20% |
| December 31, 2020 | 44.20% |
| November 30, 2020 | 44.20% |
| October 31, 2020 | 44.20% |
| September 30, 2020 | 44.20% |
| August 31, 2020 | 44.20% |
| July 31, 2020 | 44.20% |
| June 30, 2020 | 44.20% |
| May 31, 2020 | 44.20% |
| April 30, 2020 | 44.20% |
| Date | Value |
|---|---|
| March 31, 2020 | 44.20% |
| February 29, 2020 | 18.67% |
| January 31, 2020 | 18.67% |
| December 31, 2019 | 18.67% |
| November 30, 2019 | 18.67% |
| October 31, 2019 | 18.67% |
| September 30, 2019 | 18.67% |
| August 31, 2019 | 18.67% |
| July 31, 2019 | 18.67% |
| June 30, 2019 | 18.67% |
| May 31, 2019 | 18.67% |
| April 30, 2019 | 18.67% |
| March 31, 2019 | 18.67% |
| February 28, 2019 | 18.67% |
| January 31, 2019 | 18.67% |
| December 31, 2018 | 18.67% |
| November 30, 2018 | 11.25% |
| October 31, 2018 | 11.25% |
| September 30, 2018 | 11.25% |
| August 31, 2018 | 11.25% |
| July 31, 2018 | 11.25% |
| June 30, 2018 | 11.25% |
| May 31, 2018 | 11.25% |
| April 30, 2018 | 11.25% |
| March 31, 2018 | 11.25% |
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
11.25%
Minimum
May 2017
44.20%
Maximum
Mar 2020
27.38%
Average
18.67%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MassMutual Mid Cap Value R4 | 39.65% |
| Transamerica Small/Mid Cap Value R6 | 44.07% |
| BlackRock Mid-Cap Value R | 42.09% |
| JPMorgan Mid Cap Value R2 | 43.12% |
| Allspring C&B Mid Cap Value R6 | 44.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.734 |
| Beta (5Y) | 1.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.25% |
| Historical Sharpe Ratio (5Y) | 0.4513 |
| Historical Sortino (5Y) | 0.421 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.14% |