MFS Growth R4 (MFEJX)
134.52
+1.25 (+0.94%)
USD |
Jul 01 2022
MFEJX Max Drawdown (5Y): 33.62% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 33.62% |
| May 31, 2022 | 30.25% |
| April 30, 2022 | 29.36% |
| March 31, 2022 | 29.36% |
| February 28, 2022 | 29.36% |
| January 31, 2022 | 29.36% |
| December 31, 2021 | 29.36% |
| November 30, 2021 | 29.36% |
| October 31, 2021 | 29.36% |
| September 30, 2021 | 29.36% |
| August 31, 2021 | 29.36% |
| July 31, 2021 | 29.36% |
| June 30, 2021 | 29.36% |
| May 31, 2021 | 29.36% |
| April 30, 2021 | 29.36% |
| March 31, 2021 | 29.36% |
| February 28, 2021 | 29.36% |
| January 31, 2021 | 29.36% |
| December 31, 2020 | 29.36% |
| November 30, 2020 | 29.36% |
| October 31, 2020 | 29.36% |
| September 30, 2020 | 29.36% |
| August 31, 2020 | 29.36% |
| July 31, 2020 | 29.36% |
| June 30, 2020 | 29.36% |
| Date | Value |
|---|---|
| May 31, 2020 | 29.36% |
| April 30, 2020 | 29.36% |
| March 31, 2020 | 29.36% |
| February 29, 2020 | 21.51% |
| January 31, 2020 | 21.51% |
| December 31, 2019 | 21.51% |
| November 30, 2019 | 21.51% |
| October 31, 2019 | 21.51% |
| September 30, 2019 | 21.51% |
| August 31, 2019 | 21.51% |
| July 31, 2019 | 21.51% |
| June 30, 2019 | 21.51% |
| May 31, 2019 | 21.51% |
| April 30, 2019 | 21.51% |
| March 31, 2019 | 21.51% |
| February 28, 2019 | 21.51% |
| January 31, 2019 | 21.51% |
| December 31, 2018 | 21.51% |
| November 30, 2018 | 14.11% |
| October 31, 2018 | 13.97% |
| September 30, 2018 | 13.97% |
| August 31, 2018 | 13.97% |
| July 31, 2018 | 13.97% |
| June 30, 2018 | 13.97% |
| May 31, 2018 | 13.97% |
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
13.97%
Minimum
Jul 2017
33.62%
Maximum
Jun 2022
23.12%
Average
21.51%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| TIAA-CREF Large-Cap Gr Idx Retire | 32.02% |
| Putnam Growth Opportunities R6 | 32.91% |
| T. Rowe Price Blue Chip Growth R | 40.12% |
| Fidelity® K | 30.65% |
| Fidelity® Magellan® K | 31.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.430 |
| Beta (5Y) | 0.9945 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.59% |
| Historical Sharpe Ratio (5Y) | 0.6877 |
| Historical Sortino (5Y) | 0.8263 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.87% |