MFS Blended Research Value Equity Fund R6 (BRUNX)

15.73 -0.05 (-0.32%) USD  |  Dec 13 2024
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BRUNX Max Drawdown (5Y): 38.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Median

Max Drawdown (5Y) Benchmarks

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MFS Value Fund R2 36.71%
Invesco Growth & Income Fund R5 42.30%
Fidelity Value Discovery K6 Fund 37.70%
American Century Value Fund R 39.95%
Nuveen Large Cap Value Fund R6 38.54%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.101
Beta (5Y) 0.9422
Alpha (vs YCharts Benchmark) (5Y) 1.077
Beta (vs YCharts Benchmark) (5Y) 0.9978
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.23%
Historical Sharpe Ratio (5Y) 0.4932
Historical Sortino (5Y) 0.5068
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.73%

Max Drawdown (5Y) Excel Add-In Codes

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