MFS New Discovery Fund R3 (MNDHX)
26.87
-0.66
(-2.40%)
USD |
Mar 20 2026
MNDHX Max Drawdown (5Y): 42.43% for Feb. 28, 2026
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| MassMutual Small Cap Growth Equity Fund R4 | 37.29% |
| Nomura Small Cap Growth Fund R | 38.32% |
| Invesco Discovery Fund R | 42.95% |
| Invesco Small Cap Growth Fund R | 47.13% |
| Baron Discovery Fund R6 | 46.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.32 |
| Beta (5Y) | 1.062 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.896 |
| Beta (vs YCharts Benchmark) (5Y) | 0.862 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.54% |
| Historical Sharpe Ratio (5Y) | -0.1942 |
| Historical Sortino (5Y) | -0.2961 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.67% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:MNDHX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:MNDHX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |