MFS Global Total Return R3 (MFWHX)
16.41
+0.01 (+0.06%)
USD |
May 19 2022
MFWHX Max Drawdown (5Y): 23.39% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 23.39% |
| March 31, 2022 | 23.39% |
| February 28, 2022 | 23.39% |
| January 31, 2022 | 23.39% |
| December 31, 2021 | 23.39% |
| November 30, 2021 | 23.39% |
| October 31, 2021 | 23.39% |
| September 30, 2021 | 23.39% |
| August 31, 2021 | 23.39% |
| July 31, 2021 | 23.39% |
| June 30, 2021 | 23.39% |
| May 31, 2021 | 23.39% |
| April 30, 2021 | 23.39% |
| March 31, 2021 | 23.39% |
| February 28, 2021 | 23.39% |
| January 31, 2021 | 23.39% |
| December 31, 2020 | 23.39% |
| November 30, 2020 | 23.39% |
| October 31, 2020 | 23.39% |
| September 30, 2020 | 23.39% |
| August 31, 2020 | 23.39% |
| July 31, 2020 | 23.39% |
| June 30, 2020 | 23.39% |
| May 31, 2020 | 23.39% |
| April 30, 2020 | 23.39% |
| Date | Value |
|---|---|
| March 31, 2020 | 23.39% |
| February 29, 2020 | 13.26% |
| January 31, 2020 | 13.26% |
| December 31, 2019 | 13.26% |
| November 30, 2019 | 13.26% |
| October 31, 2019 | 13.26% |
| September 30, 2019 | 13.26% |
| August 31, 2019 | 13.26% |
| July 31, 2019 | 13.26% |
| June 30, 2019 | 13.26% |
| May 31, 2019 | 13.26% |
| April 30, 2019 | 13.26% |
| March 31, 2019 | 13.26% |
| February 28, 2019 | 13.26% |
| January 31, 2019 | 13.26% |
| December 31, 2018 | 13.26% |
| November 30, 2018 | 10.09% |
| October 31, 2018 | 10.09% |
| September 30, 2018 | 9.62% |
| August 31, 2018 | 9.62% |
| July 31, 2018 | 9.62% |
| June 30, 2018 | 9.62% |
| May 31, 2018 | 9.62% |
| April 30, 2018 | 9.62% |
| March 31, 2018 | 9.62% |
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
9.62%
Minimum
May 2017
23.39%
Maximum
Mar 2020
16.51%
Average
13.26%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MFS Total Return R2 | 24.69% |
| Thornburg Investment Income Builder R4 | 35.09% |
| American Funds Capital Income Bldr R1 | 25.33% |
| Franklin Mutual Quest R6 | 30.56% |
| American Funds Global Balanced R2 | 23.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.897 |
| Beta (5Y) | 0.5496 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.55% |
| Historical Sharpe Ratio (5Y) | 0.4305 |
| Historical Sortino (5Y) | 0.4223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.67% |