MFS Mid Cap Value Fund R3 (MVCHX)

31.62 -0.11 (-0.35%) USD  |  Dec 13 2024
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MVCHX Max Drawdown (5Y): 42.77% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Nuveen Mid Cap Value Fund Retirement 44.96%
Fidelity Mid Cap Value K6 Fund 44.61%
Pioneer Mid Cap Value Fund R 42.84%
Delaware Opportunity Fund R6 46.32%
Hartford MidCap Value Fund R5 44.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.164
Beta (5Y) 1.028
Alpha (vs YCharts Benchmark) (5Y) 3.681
Beta (vs YCharts Benchmark) (5Y) 0.7854
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.01%
Historical Sharpe Ratio (5Y) 0.4343
Historical Sortino (5Y) 0.4505
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.47%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MVCHX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MVCHX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.