MFS New Discovery Value R3 (NDVTX)
19.23
+0.40 (+2.12%)
USD |
May 27 2022
NDVTX Max Drawdown (5Y): 44.04% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 44.04% |
| March 31, 2022 | 44.04% |
| February 28, 2022 | 44.04% |
| January 31, 2022 | 44.04% |
| December 31, 2021 | 44.04% |
| November 30, 2021 | 44.04% |
| October 31, 2021 | 44.04% |
| September 30, 2021 | 44.04% |
| August 31, 2021 | 44.04% |
| July 31, 2021 | 44.04% |
| June 30, 2021 | 44.04% |
| May 31, 2021 | 44.04% |
| April 30, 2021 | 44.04% |
| March 31, 2021 | 44.04% |
| February 28, 2021 | 44.04% |
| January 31, 2021 | 44.04% |
| December 31, 2020 | 44.04% |
| November 30, 2020 | 44.04% |
| October 31, 2020 | 44.04% |
| September 30, 2020 | 44.04% |
| August 31, 2020 | 44.04% |
| July 31, 2020 | 44.04% |
| June 30, 2020 | 44.04% |
| May 31, 2020 | 44.04% |
| April 30, 2020 | 44.04% |
| Date | Value |
|---|---|
| March 31, 2020 | 44.04% |
| 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 | 20.68% |
| October 31, 2018 | 20.68% |
| September 30, 2018 | 20.68% |
| August 31, 2018 | 20.68% |
| July 31, 2018 | 20.68% |
| June 30, 2018 | 20.68% |
| May 31, 2018 | 20.68% |
| April 30, 2018 | 20.68% |
| March 31, 2018 | 20.68% |
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
20.68%
Minimum
May 2017
44.04%
Maximum
Mar 2020
31.47%
Average
23.33%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Undiscovered Managers Behavioral Val R2 | 52.62% |
| AB Discovery Value K | 49.08% |
| Lord Abbett Focused Small Cap Value R6 | 53.37% |
| JPMorgan Small Cap Value R2 | 47.03% |
| Columbia Small Cap Value II R | 48.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.935 |
| Beta (5Y) | 1.15 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.33% |
| Historical Sharpe Ratio (5Y) | 0.5245 |
| Historical Sortino (5Y) | 0.5419 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.95% |