MFS Blended Research Core Equity Fund R1 (MUERX)
31.57
-0.03
(-0.09%)
USD |
May 09 2025
MUERX Max Drawdown (5Y): 22.48% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Goldman Sachs Enhanced US Equity Fund R | 24.16% |
| MFS Core Equity Fund R1 | 23.51% |
| MFS Massachusetts Investors Trust R1 | 23.73% |
| MFS Research Fund R1 | 23.80% |
| Transamerica Large Core ESG R4 | 23.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5685 |
| Beta (5Y) | 0.9908 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5685 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9908 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.81% |
| Historical Sharpe Ratio (5Y) | 0.8271 |
| Historical Sortino (5Y) | 1.261 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.87% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:MUERX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:MUERX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |