MFS Value Fund R1 (MEIGX)
51.96
+0.02
(+0.04%)
USD |
Dec 04 2025
MEIGX Max Drawdown (5Y): 18.17% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| Nomura Value Fund R | 18.35% |
| JPMorgan US Value Fund R3 | 15.69% |
| Columbia Select Large Cap Value Fund R | 18.53% |
| MassMutual Diversified Value Fund R4 | 17.94% |
| Putnam Large Cap Value Fund R5 | 15.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.400 |
| Beta (5Y) | 0.7877 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.008 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9208 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.59% |
| Historical Sharpe Ratio (5Y) | 0.4882 |
| Historical Sortino (5Y) | 0.8132 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.49% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:MEIGX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:MEIGX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |