MFS Blended Research Core Equity Fund R2 (MUESX)
31.72
+0.49
(+1.57%)
USD |
May 02 2025
MUESX Max Drawdown (5Y): 22.16% 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
MFS Research Fund R2 | 23.51% |
MFS Core Equity Fund R2 | 23.21% |
MFS Massachusetts Investors Trust R2 | 23.44% |
American Century Equity Growth Fund R | 27.47% |
Columbia Large Cap Enhanced Core Fund R | 23.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0017 |
Beta (5Y) | 0.9910 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0017 |
Beta (vs YCharts Benchmark) (5Y) | 0.991 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.81% |
Historical Sharpe Ratio (5Y) | 0.8655 |
Historical Sortino (5Y) | 1.322 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.82% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:MUESX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:MUESX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |