MFS INTERNATIONAL Maximum Drawdown
| MQGIX Fund | | | USD 56.31 1.25 2.27% |
Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough. Below is MFS INTERNATIONAL's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
A Maximum Drawdown of 5.16 for MFS INTERNATIONAL signals a contained peak-to-trough loss. MFS INTERNATIONAL's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 5.16 | |
| MAX | = | Maximum notation for the range of returns on MFS INTERNATIONAL |
Maximum Drawdown Peers Comparison
Relative to peers, MFS INTERNATIONAL's Maximum Drawdown is above the group average of 3.88. Peer readings range from 2.49 (Columbia Balanced Fund) to 5.62 (T Rowe Price), reflecting moderate dispersion across the sector. MFS INTERNATIONAL's deeper drawdown relative to peers indicates greater historical downside exposure.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Mfs International and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
MFS INTERNATIONAL's Maximum Drawdown of
5.16 runs about
1.00 times its Maximum Drawdown of
5.16 . The two measures are closely aligned in magnitude for MFS INTERNATIONAL.
Methodology, Assumptions & Data Sources
MFS INTERNATIONAL has a current Maximum Drawdown reading of 5.16. MFS INTERNATIONAL's Maximum Drawdown is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators