MFS Global High Yield Fund I (MHOIX)

5.74 0.00 (0.00%) USD  |  Feb 26 2026
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MHOIX Max Drawdown (5Y): 15.64% for Jan. 31, 2026

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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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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Median

Max Drawdown (5Y) Benchmarks

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AB High Income Fund I 16.02%
DWS Global High Income Fund Institutional 14.46%
Loomis Sayles High Income Fund Y 17.91%
PIMCO High Yield Spectrum Fund I-2 14.40%
Invesco High Yield Fund Y 13.91%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.818
Beta (5Y) 0.7666
Alpha (vs YCharts Benchmark) (5Y) -0.0319
Beta (vs YCharts Benchmark) (5Y) 0.9367
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.09%
Historical Sharpe Ratio (5Y) 0.189
Historical Sortino (5Y) 0.2441
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.90%

Max Drawdown (5Y) Excel Add-In Codes

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