MFS Mid Cap Value 529B (EBCVX)
25.12
-0.14 (-0.55%)
USD |
Mar 2
EBCVX Max Drawdown (5Y): 42.79% for Feb. 28, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2017 | 19.29% |
June 30, 2017 | 19.29% |
May 31, 2017 | 19.29% |
April 30, 2017 | 19.29% |
March 31, 2017 | 19.29% |
February 28, 2017 | 19.29% |
January 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
Aug 2016
42.79%
Maximum
Mar 2020
24.92%
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% |
BlackRock Mid Cap Dividend Investor C | 42.12% |
JNL/MFS Mid Cap Value I | 43.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.652 |
Beta (5Y) | 1.136 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.29% |
Historical Sharpe Ratio (5Y) | 0.5965 |
Historical Sortino (5Y) | 0.538 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.46% |