MFS Value Fund A (MEIAX)
52.16
-0.39
(-0.74%)
USD |
Jun 10 2026
MEIAX Max Drawdown (5Y): 17.72% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 17.72% |
| April 30, 2026 | 17.72% |
| March 31, 2026 | 17.72% |
| February 28, 2026 | 17.72% |
| January 31, 2026 | 17.72% |
| December 31, 2025 | 17.72% |
| November 30, 2025 | 17.72% |
| October 31, 2025 | 17.72% |
| September 30, 2025 | 17.72% |
| August 31, 2025 | 17.72% |
| July 31, 2025 | 17.72% |
| June 30, 2025 | 17.72% |
| May 31, 2025 | 17.72% |
| April 30, 2025 | 21.76% |
| March 31, 2025 | 28.35% |
| February 28, 2025 | 36.71% |
| January 31, 2025 | 36.71% |
| December 31, 2024 | 36.71% |
| November 30, 2024 | 36.71% |
| October 31, 2024 | 36.71% |
| September 30, 2024 | 36.71% |
| August 31, 2024 | 36.71% |
| July 31, 2024 | 36.71% |
| June 30, 2024 | 36.71% |
| May 31, 2024 | 36.71% |
| Date | Value |
|---|---|
| April 30, 2024 | 36.71% |
| March 31, 2024 | 36.71% |
| February 29, 2024 | 36.71% |
| January 31, 2024 | 36.71% |
| December 31, 2023 | 36.71% |
| November 30, 2023 | 36.71% |
| October 31, 2023 | 36.71% |
| September 30, 2023 | 36.71% |
| August 31, 2023 | 36.71% |
| July 31, 2023 | 36.71% |
| June 30, 2023 | 36.71% |
| May 31, 2023 | 36.71% |
| April 30, 2023 | 36.71% |
| March 31, 2023 | 36.71% |
| February 28, 2023 | 36.71% |
| January 31, 2023 | 36.71% |
| December 31, 2022 | 36.71% |
| November 30, 2022 | 36.71% |
| October 31, 2022 | 36.71% |
| September 30, 2022 | 36.71% |
| August 31, 2022 | 36.71% |
| July 31, 2022 | 36.71% |
| June 30, 2022 | 36.71% |
| May 31, 2022 | 36.71% |
| April 30, 2022 | 36.71% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| JPMorgan US Value Fund A | 15.69% |
| Columbia Dividend Income Fund A | 17.16% |
| JPMorgan Equity Income Fund A | 15.54% |
| Invesco Diversified Dividend Fund A | 16.09% |
| John Hancock Disciplined Value Fund A | 18.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.798 |
| Beta (5Y) | 0.7296 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.216 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8944 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.49% |
| Historical Sharpe Ratio (5Y) | 0.3163 |
| Historical Sortino (5Y) | 0.5239 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.48% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:MEIAX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:MEIAX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |