MFS Growth R2 (MEGRX)
121.43
+1.30 (+1.08%)
USD |
May 25 2022
MEGRX Max Drawdown (5Y): 29.38% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 29.38% |
| March 31, 2022 | 29.38% |
| February 28, 2022 | 29.38% |
| January 31, 2022 | 29.38% |
| December 31, 2021 | 29.38% |
| November 30, 2021 | 29.38% |
| October 31, 2021 | 29.38% |
| September 30, 2021 | 29.38% |
| August 31, 2021 | 29.38% |
| July 31, 2021 | 29.38% |
| June 30, 2021 | 29.38% |
| May 31, 2021 | 29.38% |
| April 30, 2021 | 29.38% |
| March 31, 2021 | 29.38% |
| February 28, 2021 | 29.38% |
| January 31, 2021 | 29.38% |
| December 31, 2020 | 29.38% |
| November 30, 2020 | 29.38% |
| October 31, 2020 | 29.38% |
| September 30, 2020 | 29.38% |
| August 31, 2020 | 29.38% |
| July 31, 2020 | 29.38% |
| June 30, 2020 | 29.38% |
| May 31, 2020 | 29.38% |
| April 30, 2020 | 29.38% |
| Date | Value |
|---|---|
| March 31, 2020 | 29.38% |
| February 29, 2020 | 21.60% |
| January 31, 2020 | 21.60% |
| December 31, 2019 | 21.60% |
| November 30, 2019 | 21.60% |
| October 31, 2019 | 21.60% |
| September 30, 2019 | 21.60% |
| August 31, 2019 | 21.60% |
| July 31, 2019 | 21.60% |
| June 30, 2019 | 21.60% |
| May 31, 2019 | 21.60% |
| April 30, 2019 | 21.60% |
| March 31, 2019 | 21.60% |
| February 28, 2019 | 21.60% |
| January 31, 2019 | 21.60% |
| December 31, 2018 | 21.60% |
| November 30, 2018 | 14.17% |
| October 31, 2018 | 14.12% |
| September 30, 2018 | 14.12% |
| August 31, 2018 | 14.12% |
| July 31, 2018 | 14.12% |
| June 30, 2018 | 14.12% |
| May 31, 2018 | 14.12% |
| April 30, 2018 | 14.12% |
| March 31, 2018 | 14.12% |
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
14.12%
Minimum
May 2017
29.38%
Maximum
Mar 2020
22.61%
Average
21.60%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| PGIM Jennison Growth R | 31.61% |
| Franklin Growth R | 32.53% |
| MassMutual Blue Chip Growth R5 | 28.89% |
| Principal LargeCap Growth I R5 | 31.41% |
| American Funds AMCAP R5 | 31.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.280 |
| Beta (5Y) | 0.9985 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.59% |
| Historical Sharpe Ratio (5Y) | 0.8424 |
| Historical Sortino (5Y) | 0.9935 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.75% |