MFS Technology I (MTCIX)
57.57
+0.21 (+0.37%)
USD |
Aug 15 2022
MTCIX Max Drawdown (5Y): 37.20% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 37.20% |
| June 30, 2022 | 37.20% |
| May 31, 2022 | 34.03% |
| April 30, 2022 | 28.89% |
| March 31, 2022 | 28.89% |
| February 28, 2022 | 28.89% |
| January 31, 2022 | 28.89% |
| December 31, 2021 | 28.89% |
| November 30, 2021 | 28.89% |
| October 31, 2021 | 28.89% |
| September 30, 2021 | 28.89% |
| August 31, 2021 | 28.89% |
| July 31, 2021 | 28.89% |
| June 30, 2021 | 28.89% |
| May 31, 2021 | 28.89% |
| April 30, 2021 | 28.89% |
| March 31, 2021 | 28.89% |
| February 28, 2021 | 28.89% |
| January 31, 2021 | 28.89% |
| December 31, 2020 | 28.89% |
| November 30, 2020 | 28.89% |
| October 31, 2020 | 28.89% |
| September 30, 2020 | 28.89% |
| August 31, 2020 | 28.89% |
| July 31, 2020 | 28.89% |
| Date | Value |
|---|---|
| June 30, 2020 | 28.89% |
| May 31, 2020 | 28.89% |
| April 30, 2020 | 28.89% |
| March 31, 2020 | 28.89% |
| February 29, 2020 | 24.70% |
| January 31, 2020 | 24.70% |
| December 31, 2019 | 24.70% |
| November 30, 2019 | 24.70% |
| October 31, 2019 | 24.70% |
| September 30, 2019 | 24.70% |
| August 31, 2019 | 24.70% |
| July 31, 2019 | 24.70% |
| June 30, 2019 | 24.70% |
| May 31, 2019 | 24.70% |
| April 30, 2019 | 24.70% |
| March 31, 2019 | 24.70% |
| February 28, 2019 | 24.70% |
| January 31, 2019 | 24.70% |
| December 31, 2018 | 24.70% |
| November 30, 2018 | 18.39% |
| October 31, 2018 | 17.78% |
| September 30, 2018 | 17.78% |
| August 31, 2018 | 17.78% |
| July 31, 2018 | 17.78% |
| June 30, 2018 | 17.78% |
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
17.78%
Minimum
Aug 2017
37.20%
Maximum
Jun 2022
25.25%
Average
24.70%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.478 |
| Beta (5Y) | 1.085 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.16% |
| Historical Sharpe Ratio (5Y) | 0.6888 |
| Historical Sortino (5Y) | 0.9233 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.90% |