MFS Growth Allocation Fund B (MBGWX)

26.03 -0.10 (-0.38%) USD  |  Dec 13 2024
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MBGWX Max Drawdown (5Y): 29.19% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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MFS Lifetime 2035 Fund B 30.33%
MFS Lifetime 2025 Fund B 19.46%
NYLI Growth Allocation Fund B 30.22%
MFS Moderate Allocation Fund B 23.45%
MFS Aggressive Growth Allocation Fund B 32.85%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.422
Beta (5Y) 0.7924
Alpha (vs YCharts Benchmark) (5Y) 5.180
Beta (vs YCharts Benchmark) (5Y) 1.460
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.61%
Historical Sharpe Ratio (5Y) 0.3306
Historical Sortino (5Y) 0.3527
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.59%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MBGWX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MBGWX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.