MFS New Discovery Fund R2 (MNDRX)

22.75 +0.12 (+0.53%) USD  |  Dec 16 2024
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MNDRX Max Drawdown (5Y): 42.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Maximum
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Median

Max Drawdown (5Y) Benchmarks

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Lord Abbett Developing Growth Fund R3 54.62%
Invesco Small Cap Growth Fund R 47.13%
Baron Discovery Fund R6 46.36%
American Century Small Cap Growth Fund R 39.11%
Invesco Discovery Fund R 42.95%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.46
Beta (5Y) 1.091
Alpha (vs YCharts Benchmark) (5Y) -2.368
Beta (vs YCharts Benchmark) (5Y) 0.8662
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.12%
Historical Sharpe Ratio (5Y) 0.1639
Historical Sortino (5Y) 0.2172
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.88%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MNDRX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MNDRX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.