MFS Mid Cap Value R6 (MVCKX)
26.73
-0.17 (-0.63%)
USD |
Mar 23 2023
MVCKX Max Drawdown (5Y): 42.75% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 42.75% |
January 31, 2023 | 42.75% |
December 31, 2022 | 42.75% |
November 30, 2022 | 42.75% |
October 31, 2022 | 42.75% |
September 30, 2022 | 42.75% |
August 31, 2022 | 42.75% |
July 31, 2022 | 42.75% |
June 30, 2022 | 42.75% |
May 31, 2022 | 42.75% |
April 30, 2022 | 42.75% |
March 31, 2022 | 42.75% |
February 28, 2022 | 42.75% |
January 31, 2022 | 42.75% |
December 31, 2021 | 42.75% |
November 30, 2021 | 42.75% |
October 31, 2021 | 42.75% |
September 30, 2021 | 42.75% |
August 31, 2021 | 42.75% |
July 31, 2021 | 42.75% |
June 30, 2021 | 42.75% |
May 31, 2021 | 42.75% |
April 30, 2021 | 42.75% |
March 31, 2021 | 42.75% |
February 28, 2021 | 42.75% |
Date | Value |
---|---|
January 31, 2021 | 42.75% |
December 31, 2020 | 42.75% |
November 30, 2020 | 42.75% |
October 31, 2020 | 42.75% |
September 30, 2020 | 42.75% |
August 31, 2020 | 42.75% |
July 31, 2020 | 42.75% |
June 30, 2020 | 42.75% |
May 31, 2020 | 42.75% |
April 30, 2020 | 42.75% |
March 31, 2020 | 42.75% |
February 29, 2020 | 20.67% |
January 31, 2020 | 20.67% |
December 31, 2019 | 20.67% |
November 30, 2019 | 20.67% |
October 31, 2019 | 20.67% |
September 30, 2019 | 20.67% |
August 31, 2019 | 20.67% |
July 31, 2019 | 20.67% |
June 30, 2019 | 20.67% |
May 31, 2019 | 20.67% |
April 30, 2019 | 20.67% |
March 31, 2019 | 20.67% |
February 28, 2019 | 20.67% |
January 31, 2019 | 20.67% |
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
18.64%
Minimum
Mar 2018
42.75%
Maximum
Mar 2020
33.61%
Average
42.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JPMorgan Mid Cap Value L | 43.06% |
Fidelity® Value K | 48.62% |
Principal MidCap Value I R-6 | 41.35% |
Allspring Special Mid Cap Value R6 | 43.78% |
Fidelity® Low-Priced Stock K | 38.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.064 |
Beta (5Y) | 1.040 |
Alpha (vs YCharts Benchmark) (5Y) | 0.4129 |
Beta (vs YCharts Benchmark) (5Y) | 0.9627 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.17% |
Historical Sharpe Ratio (5Y) | 0.4614 |
Historical Sortino (5Y) | 0.4681 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.95% |