MFS New Discovery R6 (MNDKX)
25.49
-0.66 (-2.52%)
USD |
May 24 2022
MNDKX Max Drawdown (5Y): 36.73% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 36.73% |
March 31, 2022 | 36.73% |
February 28, 2022 | 36.73% |
January 31, 2022 | 36.73% |
December 31, 2021 | 36.73% |
November 30, 2021 | 36.73% |
October 31, 2021 | 36.73% |
September 30, 2021 | 36.73% |
August 31, 2021 | 36.73% |
July 31, 2021 | 36.73% |
June 30, 2021 | 36.73% |
May 31, 2021 | 36.73% |
April 30, 2021 | 36.73% |
March 31, 2021 | 36.73% |
February 28, 2021 | 36.73% |
January 31, 2021 | 36.73% |
December 31, 2020 | 36.73% |
November 30, 2020 | 36.73% |
October 31, 2020 | 36.73% |
September 30, 2020 | 36.73% |
August 31, 2020 | 36.73% |
July 31, 2020 | 36.73% |
June 30, 2020 | 36.73% |
May 31, 2020 | 36.73% |
April 30, 2020 | 36.73% |
Date | Value |
---|---|
March 31, 2020 | 36.73% |
February 29, 2020 | 29.32% |
January 31, 2020 | 29.32% |
December 31, 2019 | 29.32% |
November 30, 2019 | 29.32% |
October 31, 2019 | 29.32% |
September 30, 2019 | 29.32% |
August 31, 2019 | 29.32% |
July 31, 2019 | 29.32% |
June 30, 2019 | 29.32% |
May 31, 2019 | 29.32% |
April 30, 2019 | 29.32% |
March 31, 2019 | 29.32% |
February 28, 2019 | 29.32% |
January 31, 2019 | 29.32% |
December 31, 2018 | 29.32% |
November 30, 2018 | 29.32% |
October 31, 2018 | 29.32% |
September 30, 2018 | 29.32% |
August 31, 2018 | 29.32% |
July 31, 2018 | 29.32% |
June 30, 2018 | 29.32% |
May 31, 2018 | 29.32% |
April 30, 2018 | 29.32% |
March 31, 2018 | 29.32% |
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
29.32%
Minimum
May 2017
36.73%
Maximum
Mar 2020
32.53%
Average
29.32%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.816 |
Beta (5Y) | 1.122 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.89% |
Historical Sharpe Ratio (5Y) | 0.5826 |
Historical Sortino (5Y) | 0.6785 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.57% |