MFS Massachusetts Investors Trust R4 (MITDX)
38.34
+0.05
(+0.13%)
USD |
Jun 09 2026
MITDX Max Drawdown (5Y): 23.14% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 23.14% |
| April 30, 2026 | 23.14% |
| March 31, 2026 | 23.14% |
| February 28, 2026 | 23.14% |
| January 31, 2026 | 23.14% |
| December 31, 2025 | 23.14% |
| November 30, 2025 | 23.14% |
| October 31, 2025 | 23.14% |
| September 30, 2025 | 23.14% |
| August 31, 2025 | 23.14% |
| July 31, 2025 | 23.14% |
| June 30, 2025 | 23.14% |
| May 31, 2025 | 23.14% |
| April 30, 2025 | 23.14% |
| March 31, 2025 | 26.08% |
| February 28, 2025 | 33.44% |
| January 31, 2025 | 33.44% |
| December 31, 2024 | 33.44% |
| November 30, 2024 | 33.44% |
| October 31, 2024 | 33.44% |
| September 30, 2024 | 33.44% |
| August 31, 2024 | 33.44% |
| July 31, 2024 | 33.44% |
| June 30, 2024 | 33.44% |
| May 31, 2024 | 33.44% |
| Date | Value |
|---|---|
| April 30, 2024 | 33.44% |
| March 31, 2024 | 33.44% |
| February 29, 2024 | 33.44% |
| January 31, 2024 | 33.44% |
| December 31, 2023 | 33.44% |
| November 30, 2023 | 33.44% |
| October 31, 2023 | 33.44% |
| September 30, 2023 | 33.44% |
| August 31, 2023 | 33.44% |
| July 31, 2023 | 33.44% |
| June 30, 2023 | 33.44% |
| May 31, 2023 | 33.44% |
| April 30, 2023 | 33.44% |
| March 31, 2023 | 33.44% |
| February 28, 2023 | 33.44% |
| January 31, 2023 | 33.44% |
| December 31, 2022 | 33.44% |
| November 30, 2022 | 33.44% |
| October 31, 2022 | 33.44% |
| September 30, 2022 | 33.44% |
| August 31, 2022 | 33.44% |
| July 31, 2022 | 33.44% |
| June 30, 2022 | 33.44% |
| May 31, 2022 | 33.44% |
| April 30, 2022 | 33.44% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Invesco Charter Fund R6 | 26.46% |
| MFS Research Fund R2 | 23.51% |
| MFS Core Equity Fund R2 | 23.21% |
| Goldman Sachs Large Cap Equity Fund R | 26.57% |
| Principal Capital Appreciation Fund R-5 | 23.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.806 |
| Beta (5Y) | 0.9175 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.806 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9175 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.98% |
| Historical Sharpe Ratio (5Y) | 0.4964 |
| Historical Sortino (5Y) | 0.7676 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.05% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:MITDX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:MITDX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |