MFS Lifetime Income Fund B (MLLBX)
12.19
+0.05
(+0.41%)
USD |
Mar 19 2025
MLLBX Max Drawdown (5Y): 16.44% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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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
| MFS Conservative Allocation Fund B | 19.16% |
| MFS Lifetime 2035 Fund B | 30.33% |
| MFS Lifetime 2055 Fund B | 32.85% |
| MFS Lifetime 2025 Fund B | 19.46% |
| MFS Lifetime 2045 Fund B | 32.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.208 |
| Beta (5Y) | 0.4295 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9338 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8217 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.67% |
| Historical Sharpe Ratio (5Y) | 0.1402 |
| Historical Sortino (5Y) | 0.2085 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.07% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:MLLBX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:MLLBX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |