MFS Mid Cap Value 529C (ECCVX)
27.75
-0.08 (-0.29%)
USD |
Jul 30
ECCVX Max Drawdown (5Y): 42.81% for July 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2021 | 42.81% |
| June 30, 2021 | 42.81% |
| May 31, 2021 | 42.81% |
| April 30, 2021 | 42.81% |
| March 31, 2021 | 42.81% |
| February 28, 2021 | 42.81% |
| January 31, 2021 | 42.81% |
| December 31, 2020 | 42.81% |
| November 30, 2020 | 42.81% |
| October 31, 2020 | 42.81% |
| September 30, 2020 | 42.81% |
| August 31, 2020 | 42.81% |
| July 31, 2020 | 42.81% |
| June 30, 2020 | 42.81% |
| May 31, 2020 | 42.81% |
| April 30, 2020 | 42.81% |
| March 31, 2020 | 42.81% |
| February 29, 2020 | 20.93% |
| January 31, 2020 | 20.93% |
| December 31, 2019 | 20.93% |
| November 30, 2019 | 20.93% |
| October 31, 2019 | 20.93% |
| September 30, 2019 | 20.93% |
| August 31, 2019 | 20.93% |
| July 31, 2019 | 20.93% |
| Date | Value |
|---|---|
| June 30, 2019 | 20.93% |
| May 31, 2019 | 20.93% |
| April 30, 2019 | 20.93% |
| March 31, 2019 | 20.93% |
| February 28, 2019 | 20.93% |
| January 31, 2019 | 20.93% |
| December 31, 2018 | 20.93% |
| November 30, 2018 | 19.21% |
| October 31, 2018 | 19.21% |
| September 30, 2018 | 19.21% |
| August 31, 2018 | 19.21% |
| July 31, 2018 | 19.21% |
| June 30, 2018 | 19.21% |
| May 31, 2018 | 19.21% |
| April 30, 2018 | 19.21% |
| March 31, 2018 | 19.21% |
| February 28, 2018 | 19.21% |
| January 31, 2018 | 19.21% |
| December 31, 2017 | 19.21% |
| November 30, 2017 | 19.21% |
| October 31, 2017 | 19.21% |
| September 30, 2017 | 19.21% |
| August 31, 2017 | 19.21% |
| July 31, 2017 | 19.21% |
| June 30, 2017 | 19.21% |
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
19.21%
Minimum
Aug 2016
42.81%
Maximum
Mar 2020
26.32%
Average
20.93%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Delaware Mid Cap Value C | 46.37% |
| Nuveen Mid Cap Value C | 44.64% |
| Hartford MidCap Value C | 44.50% |
| Neuberger Berman M/C Intrinsic Val C | 52.97% |
| Sterling Capital Mid Value C | 45.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.006 |
| Beta (5Y) | 1.125 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.43% |
| Historical Sharpe Ratio (5Y) | 0.5454 |
| Historical Sortino (5Y) | 0.4944 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.46% |