MFS Total Return Bond R1 (MRBGX)
10.01
+0.04 (+0.40%)
USD |
May 25 2022
MRBGX Max Drawdown (5Y): 11.74% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 11.74% |
| March 31, 2022 | 11.39% |
| February 28, 2022 | 11.39% |
| January 31, 2022 | 11.39% |
| December 31, 2021 | 11.39% |
| November 30, 2021 | 11.39% |
| October 31, 2021 | 11.39% |
| September 30, 2021 | 11.39% |
| August 31, 2021 | 11.39% |
| July 31, 2021 | 11.39% |
| June 30, 2021 | 11.39% |
| May 31, 2021 | 11.39% |
| April 30, 2021 | 11.39% |
| March 31, 2021 | 11.39% |
| February 28, 2021 | 11.39% |
| January 31, 2021 | 11.39% |
| December 31, 2020 | 11.39% |
| November 30, 2020 | 11.39% |
| October 31, 2020 | 11.39% |
| September 30, 2020 | 11.39% |
| August 31, 2020 | 11.39% |
| July 31, 2020 | 11.39% |
| June 30, 2020 | 11.39% |
| May 31, 2020 | 11.39% |
| April 30, 2020 | 11.39% |
| Date | Value |
|---|---|
| March 31, 2020 | 11.39% |
| February 29, 2020 | 4.26% |
| January 31, 2020 | 4.26% |
| December 31, 2019 | 4.26% |
| November 30, 2019 | 4.26% |
| October 31, 2019 | 4.26% |
| September 30, 2019 | 4.26% |
| August 31, 2019 | 4.26% |
| July 31, 2019 | 4.26% |
| June 30, 2019 | 4.26% |
| May 31, 2019 | 4.26% |
| April 30, 2019 | 4.26% |
| March 31, 2019 | 4.26% |
| February 28, 2019 | 4.26% |
| January 31, 2019 | 4.26% |
| December 31, 2018 | 4.26% |
| November 30, 2018 | 4.26% |
| October 31, 2018 | 4.05% |
| September 30, 2018 | 4.05% |
| August 31, 2018 | 4.05% |
| July 31, 2018 | 4.05% |
| June 30, 2018 | 4.99% |
| May 31, 2018 | 4.99% |
| April 30, 2018 | 4.99% |
| March 31, 2018 | 4.99% |
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
4.05%
Minimum
Jul 2018
11.74%
Maximum
Apr 2022
7.51%
Average
4.99%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Bond R | 13.10% |
| Hartford Total Return Bond R5 | 11.47% |
| Putnam Income R5 | 11.64% |
| AB Total Return Bond K | 13.84% |
| Carillon Reams Core Plus Bond R-6 | 11.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5335 |
| Beta (5Y) | 1.065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.16% |
| Historical Sharpe Ratio (5Y) | -0.0436 |
| Historical Sortino (5Y) | -0.0494 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.26% |