MVCKX Max Drawdown (5Y) Analysis

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Max Drawdown (5Y) Chart

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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Minimum

Maximum

Average

Median

Max Drawdown (5Y) Benchmarks

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American Century Mid Cap Value Fund R6	26.21%
Victory Pioneer Mid Cap Value Fund R6	28.86%
JPMorgan Mid Cap Value Fund L	30.36%
Allspring Special Mid Cap Val Fd R6	29.29%
Nuveen Mid Cap Value Fund R6	32.51%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	-0.6895
Beta (5Y)	0.9344
Alpha (vs YCharts Benchmark) (5Y)	1.440
Beta (vs YCharts Benchmark) (5Y)	0.942
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	15.84%
Historical Sharpe Ratio (5Y)	0.7196
Historical Sortino (5Y)	1.213
Monthly Value at Risk (VaR) 5% (5Y Lookback)	6.86%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:MVCKX", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:MVCKX", "max_drawdown_5y", -4)

To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.

MFS Mid Cap Value Fund R6 (MVCKX)

MVCKX Max Drawdown (5Y): 28.68% for April 30, 2025

Max Drawdown (5Y) Chart

Historical Data

Max Drawdown Definition

Max Drawdown (5Y) Range, Past 5 Years

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics

Max Drawdown (5Y) Excel Add-In Codes