MFS Total Return Fund R3 (MSFHX)

19.45 +0.14 (+0.72%) USD  |  May 18 2026
More

MSFHX Max Drawdown (5Y): 17.00% for April 30, 2026

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Invesco Equity & Income Fund R 16.92%
Janus Henderson Balanced Fund R 21.91%
MFS Global Total Return Fund R6 20.16%
George Putnam Balanced Fund R6 21.05%
Oakmark Equity and Income Fund R6 20.25%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.576
Beta (5Y) 0.5598
Alpha (vs YCharts Benchmark) (5Y) 3.405
Beta (vs YCharts Benchmark) (5Y) 1.045
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.28%
Historical Sharpe Ratio (5Y) 0.1982
Historical Sortino (5Y) 0.3123
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.30%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MSFHX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MSFHX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.