MFS Blended Research Mid Cap Equity Fund R2 (BMSSX)

14.69 -0.09 (-0.61%) USD  |  Dec 13 2024
More

BMSSX Max Drawdown (5Y): 41.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for BMSSX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
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) -3.513
Beta (5Y) 1.062
Alpha (vs YCharts Benchmark) (5Y) 4.707
Beta (vs YCharts Benchmark) (5Y) 0.7976
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.81%
Historical Sharpe Ratio (5Y) 0.4896
Historical Sortino (5Y) 0.5246
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.06%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:BMSSX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:BMSSX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.