MFS Equity Income R3 (EQNTX)
19.27
+0.33 (+1.74%)
USD |
May 27 2022
EQNTX Max Drawdown (5Y): 36.67% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 36.67% |
| March 31, 2022 | 36.67% |
| February 28, 2022 | 36.67% |
| January 31, 2022 | 36.67% |
| December 31, 2021 | 36.67% |
| November 30, 2021 | 36.67% |
| October 31, 2021 | 36.67% |
| September 30, 2021 | 36.67% |
| August 31, 2021 | 36.67% |
| July 31, 2021 | 36.67% |
| June 30, 2021 | 36.67% |
| May 31, 2021 | 36.67% |
| April 30, 2021 | 36.67% |
| March 31, 2021 | 36.67% |
| February 28, 2021 | 36.67% |
| January 31, 2021 | 36.67% |
| December 31, 2020 | 36.67% |
| November 30, 2020 | 36.67% |
| October 31, 2020 | 36.67% |
| September 30, 2020 | 36.67% |
| August 31, 2020 | 36.67% |
| July 31, 2020 | 36.67% |
| June 30, 2020 | 36.67% |
| May 31, 2020 | 36.67% |
| April 30, 2020 | 36.67% |
| Date | Value |
|---|---|
| March 31, 2020 | 36.67% |
| February 29, 2020 | 18.04% |
| January 31, 2020 | 18.04% |
| December 31, 2019 | 18.04% |
| November 30, 2019 | 18.04% |
| October 31, 2019 | 18.04% |
| September 30, 2019 | 18.04% |
| August 31, 2019 | 18.04% |
| July 31, 2019 | 18.04% |
| June 30, 2019 | 18.04% |
| May 31, 2019 | 18.04% |
| April 30, 2019 | 18.04% |
| March 31, 2019 | 18.04% |
| February 28, 2019 | 18.04% |
| January 31, 2019 | 18.04% |
| December 31, 2018 | 18.04% |
| November 30, 2018 | 16.60% |
| October 31, 2018 | 16.60% |
| September 30, 2018 | 16.60% |
| August 31, 2018 | 16.60% |
| July 31, 2018 | 16.60% |
| June 30, 2018 | 16.60% |
| May 31, 2018 | 16.60% |
| April 30, 2018 | 16.60% |
| March 31, 2018 | 16.60% |
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
16.60%
Minimum
May 2017
36.67%
Maximum
Mar 2020
25.66%
Average
18.04%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Columbia Large Cap Value R | 38.61% |
| Cullen High Dividend Equity R2 | 37.08% |
| Franklin Equity Income R | 35.37% |
| MFS Blended Research Value Equity R4 | 38.77% |
| Voya Large Cap Value R | 39.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.776 |
| Beta (5Y) | 0.9485 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.49% |
| Historical Sharpe Ratio (5Y) | 0.6082 |
| Historical Sortino (5Y) | 0.5596 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.04% |