MFS Total Return Bond Fund I (MRBIX)

9.48 -0.04 (-0.42%) USD  |  Dec 13 2024
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MRBIX Max Drawdown (5Y): 18.55% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Max Drawdown (5Y) Benchmarks

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MFS Income Fund I 18.14%
Harbor Core Plus Fund Institutional 17.94%
Lord Abbett Core Plus Bond Fund I 18.01%
Transamerica Bond I 17.34%
Aristotle Core Income Fund I-2 17.04%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.8552
Beta (5Y) 1.045
Alpha (vs YCharts Benchmark) (5Y) 0.8552
Beta (vs YCharts Benchmark) (5Y) 1.045
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 7.20%
Historical Sharpe Ratio (5Y) -0.2322
Historical Sortino (5Y) -0.3386
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.39%

Max Drawdown (5Y) Excel Add-In Codes

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