MFS Moderate Allocation R1 (MAMFX)
18.03
-0.07 (-0.39%)
USD |
Aug 09 2022
MAMFX Max Drawdown (5Y): 23.48% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 23.48% |
| June 30, 2022 | 23.48% |
| May 31, 2022 | 23.48% |
| April 30, 2022 | 23.48% |
| March 31, 2022 | 23.48% |
| February 28, 2022 | 23.48% |
| January 31, 2022 | 23.48% |
| December 31, 2021 | 23.48% |
| November 30, 2021 | 23.48% |
| October 31, 2021 | 23.48% |
| September 30, 2021 | 23.48% |
| August 31, 2021 | 23.48% |
| July 31, 2021 | 23.48% |
| June 30, 2021 | 23.48% |
| May 31, 2021 | 23.48% |
| April 30, 2021 | 23.48% |
| March 31, 2021 | 23.48% |
| February 28, 2021 | 23.48% |
| January 31, 2021 | 23.48% |
| December 31, 2020 | 23.48% |
| November 30, 2020 | 23.48% |
| October 31, 2020 | 23.48% |
| September 30, 2020 | 23.48% |
| August 31, 2020 | 23.48% |
| July 31, 2020 | 23.48% |
| Date | Value |
|---|---|
| June 30, 2020 | 23.48% |
| May 31, 2020 | 23.48% |
| April 30, 2020 | 23.48% |
| March 31, 2020 | 23.48% |
| February 29, 2020 | 11.41% |
| January 31, 2020 | 11.41% |
| December 31, 2019 | 11.41% |
| November 30, 2019 | 11.41% |
| October 31, 2019 | 11.41% |
| September 30, 2019 | 11.41% |
| August 31, 2019 | 11.41% |
| July 31, 2019 | 11.41% |
| June 30, 2019 | 11.41% |
| May 31, 2019 | 11.41% |
| April 30, 2019 | 11.41% |
| March 31, 2019 | 11.41% |
| February 28, 2019 | 11.41% |
| January 31, 2019 | 11.41% |
| December 31, 2018 | 11.41% |
| November 30, 2018 | 11.23% |
| October 31, 2018 | 11.23% |
| September 30, 2018 | 11.23% |
| August 31, 2018 | 11.23% |
| July 31, 2018 | 11.23% |
| June 30, 2018 | 11.23% |
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
11.23%
Minimum
Aug 2017
23.48%
Maximum
Mar 2020
17.20%
Average
11.41%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| American Century Strat Allc: Mod R | 25.48% |
| MFS Lifetime 2025 R4 | 19.38% |
| MFS Lifetime 2035 R2 | 30.31% |
| MassMutual 60/40 Allocation R3 | 25.71% |
| MFS Lifetime 2020 R3 | 15.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.404 |
| Beta (5Y) | 0.6054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.64% |
| Historical Sharpe Ratio (5Y) | 0.4606 |
| Historical Sortino (5Y) | 0.4528 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.96% |