MFS New Discovery Value A (NDVAX)
19.19
+0.40 (+2.13%)
USD |
May 27 2022
NDVAX Max Drawdown (5Y): 44.06% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 44.06% |
| March 31, 2022 | 44.06% |
| February 28, 2022 | 44.06% |
| January 31, 2022 | 44.06% |
| December 31, 2021 | 44.06% |
| November 30, 2021 | 44.06% |
| October 31, 2021 | 44.06% |
| September 30, 2021 | 44.06% |
| August 31, 2021 | 44.06% |
| July 31, 2021 | 44.06% |
| June 30, 2021 | 44.06% |
| May 31, 2021 | 44.06% |
| April 30, 2021 | 44.06% |
| March 31, 2021 | 44.06% |
| February 28, 2021 | 44.06% |
| January 31, 2021 | 44.06% |
| December 31, 2020 | 44.06% |
| November 30, 2020 | 44.06% |
| October 31, 2020 | 44.06% |
| September 30, 2020 | 44.06% |
| August 31, 2020 | 44.06% |
| July 31, 2020 | 44.06% |
| June 30, 2020 | 44.06% |
| May 31, 2020 | 44.06% |
| April 30, 2020 | 44.06% |
| Date | Value |
|---|---|
| March 31, 2020 | 44.06% |
| February 29, 2020 | 23.33% |
| January 31, 2020 | 23.33% |
| December 31, 2019 | 23.33% |
| November 30, 2019 | 23.33% |
| October 31, 2019 | 23.33% |
| September 30, 2019 | 23.33% |
| August 31, 2019 | 23.33% |
| July 31, 2019 | 23.33% |
| June 30, 2019 | 23.33% |
| May 31, 2019 | 23.33% |
| April 30, 2019 | 23.33% |
| March 31, 2019 | 23.33% |
| February 28, 2019 | 23.33% |
| January 31, 2019 | 23.33% |
| December 31, 2018 | 23.33% |
| November 30, 2018 | 20.70% |
| October 31, 2018 | 20.70% |
| September 30, 2018 | 20.70% |
| August 31, 2018 | 20.70% |
| July 31, 2018 | 20.70% |
| June 30, 2018 | 20.70% |
| May 31, 2018 | 20.70% |
| April 30, 2018 | 20.70% |
| March 31, 2018 | 20.70% |
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
20.70%
Minimum
May 2017
44.06%
Maximum
Mar 2020
31.48%
Average
23.33%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| AB Discovery Value A | 48.97% |
| Columbia Small Cap Value II A | 48.54% |
| PACE Small/Medium Co Value Equity A | 46.83% |
| JPMorgan Small Cap Value A | 46.78% |
| Undiscovered Managers Behavioral Val A | 52.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.918 |
| Beta (5Y) | 1.150 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.33% |
| Historical Sharpe Ratio (5Y) | 0.5248 |
| Historical Sortino (5Y) | 0.5419 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.92% |