MFS Mid Cap Growth I (OTCIX)
25.92
+0.05 (+0.19%)
USD |
Aug 05 2022
OTCIX Max Drawdown (5Y): 35.05% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 35.05% |
| June 30, 2022 | 35.05% |
| May 31, 2022 | 33.62% |
| April 30, 2022 | 33.62% |
| March 31, 2022 | 33.62% |
| February 28, 2022 | 33.62% |
| January 31, 2022 | 33.62% |
| December 31, 2021 | 33.62% |
| November 30, 2021 | 33.62% |
| October 31, 2021 | 33.62% |
| September 30, 2021 | 33.62% |
| August 31, 2021 | 33.62% |
| July 31, 2021 | 33.62% |
| June 30, 2021 | 33.62% |
| May 31, 2021 | 33.62% |
| April 30, 2021 | 33.62% |
| March 31, 2021 | 33.62% |
| February 28, 2021 | 33.62% |
| January 31, 2021 | 33.62% |
| December 31, 2020 | 33.62% |
| November 30, 2020 | 33.62% |
| October 31, 2020 | 33.62% |
| September 30, 2020 | 33.62% |
| August 31, 2020 | 33.62% |
| July 31, 2020 | 33.62% |
| Date | Value |
|---|---|
| June 30, 2020 | 33.62% |
| May 31, 2020 | 33.62% |
| April 30, 2020 | 33.62% |
| March 31, 2020 | 33.62% |
| February 29, 2020 | 21.95% |
| January 31, 2020 | 21.95% |
| December 31, 2019 | 21.95% |
| November 30, 2019 | 21.95% |
| October 31, 2019 | 21.95% |
| September 30, 2019 | 21.95% |
| August 31, 2019 | 21.95% |
| July 31, 2019 | 21.95% |
| June 30, 2019 | 21.95% |
| May 31, 2019 | 21.95% |
| April 30, 2019 | 21.95% |
| March 31, 2019 | 21.95% |
| February 28, 2019 | 21.95% |
| January 31, 2019 | 21.95% |
| December 31, 2018 | 21.95% |
| November 30, 2018 | 18.74% |
| October 31, 2018 | 18.74% |
| September 30, 2018 | 18.74% |
| August 31, 2018 | 18.74% |
| July 31, 2018 | 18.74% |
| June 30, 2018 | 18.74% |
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
18.74%
Minimum
Aug 2017
35.05%
Maximum
Jun 2022
26.78%
Average
21.95%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4658 |
| Beta (5Y) | 1.005 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.03% |
| Historical Sharpe Ratio (5Y) | 0.6405 |
| Historical Sortino (5Y) | 0.7439 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.64% |