MFS New Discovery Value R1 (NDVRX)
16.62
+0.02 (+0.12%)
USD |
Aug 05 2022
NDVRX Max Drawdown (5Y): 44.10% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 44.10% |
June 30, 2022 | 44.10% |
May 31, 2022 | 44.10% |
April 30, 2022 | 44.10% |
March 31, 2022 | 44.10% |
February 28, 2022 | 44.10% |
January 31, 2022 | 44.10% |
December 31, 2021 | 44.10% |
November 30, 2021 | 44.10% |
October 31, 2021 | 44.10% |
September 30, 2021 | 44.10% |
August 31, 2021 | 44.10% |
July 31, 2021 | 44.10% |
June 30, 2021 | 44.10% |
May 31, 2021 | 44.10% |
April 30, 2021 | 44.10% |
March 31, 2021 | 44.10% |
February 28, 2021 | 44.10% |
January 31, 2021 | 44.10% |
December 31, 2020 | 44.10% |
November 30, 2020 | 44.10% |
October 31, 2020 | 44.10% |
September 30, 2020 | 44.10% |
August 31, 2020 | 44.10% |
July 31, 2020 | 44.10% |
Date | Value |
---|---|
June 30, 2020 | 44.10% |
May 31, 2020 | 44.10% |
April 30, 2020 | 44.10% |
March 31, 2020 | 44.10% |
February 29, 2020 | 23.58% |
January 31, 2020 | 23.58% |
December 31, 2019 | 23.58% |
November 30, 2019 | 23.58% |
October 31, 2019 | 23.58% |
September 30, 2019 | 23.58% |
August 31, 2019 | 23.58% |
July 31, 2019 | 23.58% |
June 30, 2019 | 23.58% |
May 31, 2019 | 23.58% |
April 30, 2019 | 23.58% |
March 31, 2019 | 23.58% |
February 28, 2019 | 23.58% |
January 31, 2019 | 23.58% |
December 31, 2018 | 23.58% |
November 30, 2018 | 21.09% |
October 31, 2018 | 21.09% |
September 30, 2018 | 21.09% |
August 31, 2018 | 21.09% |
July 31, 2018 | 21.09% |
June 30, 2018 | 21.09% |
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
21.09%
Minimum
Aug 2017
44.10%
Maximum
Mar 2020
32.83%
Average
23.58%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.048 |
Beta (5Y) | 1.109 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.76% |
Historical Sharpe Ratio (5Y) | 0.4521 |
Historical Sortino (5Y) | 0.4819 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.16% |