MFS Research R6 (MFRKX)
49.57
+0.05 (+0.10%)
USD |
May 20 2022
MFRKX Max Drawdown (5Y): 33.48% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 33.48% |
| March 31, 2022 | 33.48% |
| February 28, 2022 | 33.48% |
| January 31, 2022 | 33.48% |
| December 31, 2021 | 33.48% |
| November 30, 2021 | 33.48% |
| October 31, 2021 | 33.48% |
| September 30, 2021 | 33.48% |
| August 31, 2021 | 33.48% |
| July 31, 2021 | 33.48% |
| June 30, 2021 | 33.48% |
| May 31, 2021 | 33.48% |
| April 30, 2021 | 33.48% |
| March 31, 2021 | 33.48% |
| February 28, 2021 | 33.48% |
| January 31, 2021 | 33.48% |
| December 31, 2020 | 33.48% |
| November 30, 2020 | 33.48% |
| October 31, 2020 | 33.48% |
| September 30, 2020 | 33.48% |
| August 31, 2020 | 33.48% |
| July 31, 2020 | 33.48% |
| June 30, 2020 | 33.48% |
| May 31, 2020 | 33.48% |
| April 30, 2020 | 33.48% |
| Date | Value |
|---|---|
| March 31, 2020 | 33.48% |
| February 29, 2020 | 19.43% |
| January 31, 2020 | 19.43% |
| December 31, 2019 | 19.43% |
| November 30, 2019 | 19.43% |
| October 31, 2019 | 19.43% |
| September 30, 2019 | 19.43% |
| August 31, 2019 | 19.43% |
| July 31, 2019 | 19.43% |
| June 30, 2019 | 19.43% |
| May 31, 2019 | 19.43% |
| April 30, 2019 | 19.43% |
| March 31, 2019 | 19.43% |
| February 28, 2019 | 19.43% |
| January 31, 2019 | 19.43% |
| December 31, 2018 | 19.43% |
| November 30, 2018 | 14.60% |
| October 31, 2018 | 14.60% |
| September 30, 2018 | 14.60% |
| August 31, 2018 | 14.60% |
| July 31, 2018 | 14.60% |
| June 30, 2018 | 14.60% |
| May 31, 2018 | 14.60% |
| April 30, 2018 | 14.60% |
| March 31, 2018 | 14.60% |
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
14.60%
Minimum
May 2017
33.48%
Maximum
Mar 2020
23.99%
Average
19.43%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| AQR Large Cap Defensive Style R6 | 33.57% |
| iShares S&P 500 Index K | 33.74% |
| American Funds Fundamental Invs R3 | 33.92% |
| American Funds Washington Mutual R4 | 34.64% |
| Nationwide S&P 500 Index R6 | 33.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4209 |
| Beta (5Y) | 0.9664 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.93% |
| Historical Sharpe Ratio (5Y) | 0.7809 |
| Historical Sortino (5Y) | 0.7549 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.33% |