MFS Mid Cap Value C (MVCCX)
25.63
-0.56 (-2.14%)
USD |
Feb 25
MVCCX Max Drawdown (5Y): 42.80% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2021 | 42.80% |
| December 31, 2020 | 42.80% |
| November 30, 2020 | 42.80% |
| October 31, 2020 | 42.80% |
| September 30, 2020 | 42.80% |
| August 31, 2020 | 42.80% |
| July 31, 2020 | 42.80% |
| June 30, 2020 | 42.80% |
| May 31, 2020 | 42.80% |
| April 30, 2020 | 42.80% |
| March 31, 2020 | 42.80% |
| February 29, 2020 | 20.91% |
| January 31, 2020 | 20.91% |
| December 31, 2019 | 20.91% |
| November 30, 2019 | 20.91% |
| October 31, 2019 | 20.91% |
| September 30, 2019 | 20.91% |
| August 31, 2019 | 20.91% |
| July 31, 2019 | 20.91% |
| June 30, 2019 | 20.91% |
| May 31, 2019 | 20.91% |
| April 30, 2019 | 20.91% |
| March 31, 2019 | 20.91% |
| February 28, 2019 | 20.91% |
| January 31, 2019 | 20.91% |
| Date | Value |
|---|---|
| December 31, 2018 | 20.91% |
| November 30, 2018 | 19.24% |
| October 31, 2018 | 19.24% |
| September 30, 2018 | 19.24% |
| August 31, 2018 | 19.24% |
| July 31, 2018 | 19.24% |
| June 30, 2018 | 19.24% |
| May 31, 2018 | 19.24% |
| April 30, 2018 | 19.24% |
| March 31, 2018 | 19.24% |
| February 28, 2018 | 19.24% |
| January 31, 2018 | 19.24% |
| December 31, 2017 | 19.24% |
| November 30, 2017 | 19.24% |
| October 31, 2017 | 19.24% |
| September 30, 2017 | 19.24% |
| August 31, 2017 | 19.24% |
| July 31, 2017 | 19.24% |
| June 30, 2017 | 19.24% |
| May 31, 2017 | 19.24% |
| April 30, 2017 | 19.24% |
| March 31, 2017 | 19.24% |
| February 28, 2017 | 19.24% |
| January 31, 2017 | 19.24% |
| December 31, 2016 | 19.24% |
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
19.24%
Minimum
Aug 2016
42.80%
Maximum
Mar 2020
24.58%
Average
20.91%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Wells Fargo Special Mid Cap Value C | 43.84% |
| Delaware Mid Cap Value C | 46.37% |
| Columbia Select Mid Cap Value C | 43.33% |
| Pioneer Mid Cap Value C | 43.31% |
| BlackRock Mid Cap Dividend Investor C | 42.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.334 |
| Beta (5Y) | 1.128 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.28% |
| Historical Sharpe Ratio (5Y) | 0.5163 |
| Historical Sortino (5Y) | 0.4649 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.47% |