MFS Lifetime 2060 Fund R6 (MFJKX)

17.46 -0.07 (-0.40%) USD  |  Dec 13 2024
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MFJKX Max Drawdown (5Y): 32.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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T Rowe Price Retirement 2060 Fund R 32.56%
MFS Lifetime 2045 Fund R3 32.79%
MFS Lifetime 2055 Fund R3 32.81%
MFS Aggressive Growth Allocation Fund R4 32.80%
MFS Lifetime 2050 Fund R3 32.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.787
Beta (5Y) 0.8832
Alpha (vs YCharts Benchmark) (5Y) -3.787
Beta (vs YCharts Benchmark) (5Y) 0.8832
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.47%
Historical Sharpe Ratio (5Y) 0.4585
Historical Sortino (5Y) 0.4804
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.91%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MFJKX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MFJKX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.