MFS Massachusetts Investors Growth Stock Fund A (MIGFX)
41.85
-0.06
(-0.14%)
USD |
May 30 2025
MIGFX Max Drawdown (5Y): 26.67% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Putnam Sustainable Leaders Fund A | 29.24% |
Allspring Opportunity Fund A | 27.42% |
AB Sustainable US Thematic Portfolio A | 31.05% |
RMB Fund A | 26.38% |
MFS Intrinsic Value Fund A | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.642 |
Beta (5Y) | 0.9911 |
Alpha (vs YCharts Benchmark) (5Y) | -2.642 |
Beta (vs YCharts Benchmark) (5Y) | 0.9911 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.97% |
Historical Sharpe Ratio (5Y) | 0.6801 |
Historical Sortino (5Y) | 1.021 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.84% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:MIGFX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:MIGFX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |