MFS New Discovery Value C (NDVCX)
16.74
+0.01 (+0.06%)
USD |
May 20 2022
NDVCX Max Drawdown (5Y): 44.09% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 44.09% |
| March 31, 2022 | 44.09% |
| February 28, 2022 | 44.09% |
| January 31, 2022 | 44.09% |
| December 31, 2021 | 44.09% |
| November 30, 2021 | 44.09% |
| October 31, 2021 | 44.09% |
| September 30, 2021 | 44.09% |
| August 31, 2021 | 44.09% |
| July 31, 2021 | 44.09% |
| June 30, 2021 | 44.09% |
| May 31, 2021 | 44.09% |
| April 30, 2021 | 44.09% |
| March 31, 2021 | 44.09% |
| February 28, 2021 | 44.09% |
| January 31, 2021 | 44.09% |
| December 31, 2020 | 44.09% |
| November 30, 2020 | 44.09% |
| October 31, 2020 | 44.09% |
| September 30, 2020 | 44.09% |
| August 31, 2020 | 44.09% |
| July 31, 2020 | 44.09% |
| June 30, 2020 | 44.09% |
| May 31, 2020 | 44.09% |
| April 30, 2020 | 44.09% |
| Date | Value |
|---|---|
| March 31, 2020 | 44.09% |
| February 29, 2020 | 23.52% |
| January 31, 2020 | 23.52% |
| December 31, 2019 | 23.52% |
| November 30, 2019 | 23.52% |
| October 31, 2019 | 23.52% |
| September 30, 2019 | 23.52% |
| August 31, 2019 | 23.52% |
| July 31, 2019 | 23.52% |
| June 30, 2019 | 23.52% |
| May 31, 2019 | 23.52% |
| April 30, 2019 | 23.52% |
| March 31, 2019 | 23.52% |
| February 28, 2019 | 23.52% |
| January 31, 2019 | 23.52% |
| December 31, 2018 | 23.52% |
| November 30, 2018 | 21.06% |
| October 31, 2018 | 21.06% |
| September 30, 2018 | 21.06% |
| August 31, 2018 | 21.06% |
| July 31, 2018 | 21.06% |
| June 30, 2018 | 21.06% |
| May 31, 2018 | 21.06% |
| April 30, 2018 | 21.06% |
| March 31, 2018 | 21.06% |
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
21.06%
Minimum
May 2017
44.09%
Maximum
Mar 2020
31.66%
Average
23.52%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Undiscovered Managers Behavioral Val C | 52.80% |
| AB Discovery Value C | 49.61% |
| Royce Total Return Consult | 40.98% |
| Columbia Small Cap Value II C | 49.22% |
| Janus Henderson Small Cap Value C | 40.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.744 |
| Beta (5Y) | 1.149 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.32% |
| Historical Sharpe Ratio (5Y) | 0.4885 |
| Historical Sortino (5Y) | 0.5054 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.97% |