MFS Mid Cap Value 529B (EBCVX)
29.44
+0.12 (+0.41%)
USD |
Oct 22 2021
EBCVX Max Drawdown (5Y): 42.79% for Sept. 30, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2021 | 42.79% |
| August 31, 2021 | 42.79% |
| July 31, 2021 | 42.79% |
| June 30, 2021 | 42.79% |
| May 31, 2021 | 42.79% |
| April 30, 2021 | 42.79% |
| March 31, 2021 | 42.79% |
| February 28, 2021 | 42.79% |
| January 31, 2021 | 42.79% |
| December 31, 2020 | 42.79% |
| November 30, 2020 | 42.79% |
| October 31, 2020 | 42.79% |
| September 30, 2020 | 42.79% |
| August 31, 2020 | 42.79% |
| July 31, 2020 | 42.79% |
| June 30, 2020 | 42.79% |
| May 31, 2020 | 42.79% |
| April 30, 2020 | 42.79% |
| March 31, 2020 | 42.79% |
| February 29, 2020 | 20.92% |
| January 31, 2020 | 20.92% |
| December 31, 2019 | 20.92% |
| November 30, 2019 | 20.92% |
| October 31, 2019 | 20.92% |
| September 30, 2019 | 20.92% |
| Date | Value |
|---|---|
| August 31, 2019 | 20.92% |
| July 31, 2019 | 20.92% |
| June 30, 2019 | 20.92% |
| May 31, 2019 | 20.92% |
| April 30, 2019 | 20.92% |
| March 31, 2019 | 20.92% |
| February 28, 2019 | 20.92% |
| January 31, 2019 | 20.92% |
| December 31, 2018 | 20.92% |
| November 30, 2018 | 19.29% |
| October 31, 2018 | 19.29% |
| September 30, 2018 | 19.29% |
| August 31, 2018 | 19.29% |
| July 31, 2018 | 19.29% |
| June 30, 2018 | 19.29% |
| May 31, 2018 | 19.29% |
| April 30, 2018 | 19.29% |
| March 31, 2018 | 19.29% |
| February 28, 2018 | 19.29% |
| January 31, 2018 | 19.29% |
| December 31, 2017 | 19.29% |
| November 30, 2017 | 19.29% |
| October 31, 2017 | 19.29% |
| September 30, 2017 | 19.29% |
| August 31, 2017 | 19.29% |
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
19.29%
Minimum
Oct 2016
42.79%
Maximum
Mar 2020
27.14%
Average
20.92%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| First Investors Opportunity B | -- |
| Delaware Mid Cap Value C | 46.37% |
| Pioneer Mid Cap Value R | 42.84% |
| Nuveen Mid Cap Value C | 44.64% |
| JNL/MFS Mid Cap Value I | 43.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.124 |
| Beta (5Y) | 1.111 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.40% |
| Historical Sharpe Ratio (5Y) | 0.5553 |
| Historical Sortino (5Y) | 0.5009 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.46% |