MFS Mid Cap Value C (MVCCX)
23.79
-0.16 (-0.67%)
USD |
Sep 30 2022
MVCCX Max Drawdown (5Y): 42.80% for Sept. 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2022 | 42.80% |
| August 31, 2022 | 42.80% |
| July 31, 2022 | 42.80% |
| June 30, 2022 | 42.80% |
| May 31, 2022 | 42.80% |
| April 30, 2022 | 42.80% |
| March 31, 2022 | 42.80% |
| February 28, 2022 | 42.80% |
| January 31, 2022 | 42.80% |
| December 31, 2021 | 42.80% |
| November 30, 2021 | 42.80% |
| October 31, 2021 | 42.80% |
| September 30, 2021 | 42.80% |
| August 31, 2021 | 42.80% |
| July 31, 2021 | 42.80% |
| June 30, 2021 | 42.80% |
| May 31, 2021 | 42.80% |
| April 30, 2021 | 42.80% |
| March 31, 2021 | 42.80% |
| February 28, 2021 | 42.80% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Oct 2017
42.80%
Maximum
Mar 2020
31.83%
Average
42.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Fidelity Advisor® Mid Cap Value C | 46.29% |
| JPMorgan Mid Cap Value C | 43.12% |
| Fidelity Advisor® Value C | 48.67% |
| Fidelity Advisor® Value Strategies C | 48.07% |
| Lord Abbett Mid Cap Stock C | 42.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.370 |
| Beta (5Y) | 1.026 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.71% |
| Historical Sharpe Ratio (5Y) | 0.2848 |
| Historical Sortino (5Y) | 0.2863 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.88% |