MFS Low Volatility Equity R4 (MLVRX)
20.29
-0.04 (-0.20%)
USD |
Aug 11 2022
MLVRX Max Drawdown (5Y): 34.13% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 34.13% |
| June 30, 2022 | 34.13% |
| May 31, 2022 | 34.13% |
| April 30, 2022 | 34.13% |
| March 31, 2022 | 34.13% |
| February 28, 2022 | 34.13% |
| January 31, 2022 | 34.13% |
| December 31, 2021 | 34.13% |
| November 30, 2021 | 34.13% |
| October 31, 2021 | 34.13% |
| September 30, 2021 | 34.13% |
| August 31, 2021 | 34.13% |
| July 31, 2021 | 34.13% |
| June 30, 2021 | 34.13% |
| May 31, 2021 | 34.13% |
| April 30, 2021 | 34.13% |
| March 31, 2021 | 34.13% |
| February 28, 2021 | 34.13% |
| January 31, 2021 | 34.13% |
| December 31, 2020 | 34.13% |
| November 30, 2020 | 34.13% |
| October 31, 2020 | 34.13% |
| September 30, 2020 | 34.13% |
| August 31, 2020 | 34.13% |
| July 31, 2020 | 34.13% |
| Date | Value |
|---|---|
| June 30, 2020 | 34.13% |
| May 31, 2020 | 34.13% |
| April 30, 2020 | 34.13% |
| March 31, 2020 | 34.13% |
| February 29, 2020 | 13.36% |
| January 31, 2020 | 13.36% |
| December 31, 2019 | 13.36% |
| November 30, 2019 | 13.36% |
| October 31, 2019 | 13.36% |
| September 30, 2019 | 13.36% |
| August 31, 2019 | 13.36% |
| July 31, 2019 | 13.36% |
| June 30, 2019 | 13.36% |
| May 31, 2019 | 13.36% |
| April 30, 2019 | 13.36% |
| March 31, 2019 | 13.36% |
| February 28, 2019 | 13.36% |
| January 31, 2019 | 13.36% |
| December 31, 2018 | 13.36% |
| November 30, 2018 | 10.10% |
| October 31, 2018 | 10.10% |
| September 30, 2018 | 10.10% |
| August 31, 2018 | 10.10% |
| July 31, 2018 | 10.10% |
| June 30, 2018 | 10.10% |
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
10.10%
Minimum
Aug 2017
34.13%
Maximum
Mar 2020
22.53%
Average
13.36%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MFS Blended Research Core Equity R1 | 34.67% |
| MFS Core Equity R1 | 33.48% |
| DWS Equity 500 Index R6 | 33.82% |
| Principal Capital Appreciation R1 | 33.31% |
| Allspring Disciplined US Core R | 33.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7733 |
| Beta (5Y) | 0.7991 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.98% |
| Historical Sharpe Ratio (5Y) | 0.7126 |
| Historical Sortino (5Y) | 0.6675 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.06% |