MFS Blended Research Mid Cap Equity Fund R1 (BMSRX)

14.61 -0.09 (-0.61%) USD  |  Dec 13 2024
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BMSRX Max Drawdown (5Y): 41.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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JPMorgan Mid Cap Equity Fund R2 38.37%
Invesco Main Street Mid Cap Fund R6 41.15%
Fidelity Mid-Cap Stock Fund K 40.56%
Principal EDGE MidCap Fund R-6 41.12%
Carillon Scout Mid Cap Fund R-6 36.87%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.050
Beta (5Y) 1.063
Alpha (vs YCharts Benchmark) (5Y) 4.176
Beta (vs YCharts Benchmark) (5Y) 0.7983
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.80%
Historical Sharpe Ratio (5Y) 0.4657
Historical Sortino (5Y) 0.4997
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.06%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:BMSRX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:BMSRX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.