MFS Commodity Strategy C (MCSHX)

5.22 +0.01 (+0.19%) USD  |  Aug 18 2022

MCSHX Monthly Value at Risk (VaR) 5% (5Y Lookback)

Monthly Value at Risk (VaR) 5% (5Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (5Y Lookback) for MCSHX.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Monthly Value at Risk (VaR) 5% (5Y Lookback) Data

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Date Value
July 31, 2022 --
Date Value
June 30, 2022 --

Monthly Value at Risk (VaR) 5% (5Y Lookback) Range, Past 5 Years

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Minimum
Jun 2022
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Maximum
Jul 2022
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Average
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Median

Monthly Value at Risk (VaR) 5% (5Y Lookback) Benchmarks

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Credit Suisse Commodity Return Strat C Upgrade

Monthly Value at Risk (VaR) 5% (5Y Lookback) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade