MFS Total Return Fund R1 (MSFFX)

20.50 -0.10 (-0.49%) USD  |  Dec 13 2024
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MSFFX Max Drawdown (5Y): 24.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Median

Max Drawdown (5Y) Benchmarks

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Franklin Managed Income Fund R 21.65%
MFS Global Total Return Fund R2 23.46%
Delaware Wealth Builder Fund R 29.57%
George Putnam Balanced Fund R 23.01%
Pioneer Balanced ESG Fund R 24.36%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.175
Beta (5Y) 0.6313
Alpha (vs YCharts Benchmark) (5Y) 4.271
Beta (vs YCharts Benchmark) (5Y) 1.167
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 12.45%
Historical Sharpe Ratio (5Y) 0.3418
Historical Sortino (5Y) 0.3752
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.84%

Max Drawdown (5Y) Excel Add-In Codes

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