Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRSQX (MFS Blended Research Small Cap Equity Fu) | NA | 2.91% | 8.73% | 35.95% | NA | NA | NA | … | … |
Data as of 05/06/2022, Common starting date is 07/15/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRSQX (MFS Blended Research Small Cap Equity Fu) | 07/15/2016 | 05/06/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.91 | 8.73 | 35.95 | NA | NA | NA | … | … | -3.69 | 13.07 | 1.68 | 261.61 | -6.42 | 12.58 | 9.14 |
| Sharpe Ratio | NA | 0.15 | 0.29 | 1.03 | NA | NA | NA | … | … | -0.53 | 0.53 | 0.03 | 4.75 | -0.44 | 0.98 | 1.41 |
| Standard Deviation(%) | NA | 19.11 | 29.05 | 34.08 | NA | NA | NA | … | … | 20.01 | 24.68 | 42.59 | 54.78 | 17.64 | 12.28 | 14.38 |
| Draw Down(%) | NA | 14.55 | 45.22 | 45.22 | NA | NA | NA | … | … | 11.83 | 20.15 | 45.22 | 12.12 | 25.07 | 6.07 | 8.72 |
| Yield(%) | 0.00 | 12.35 | 5.58 | 31.75 | 17.89 | 11.93 | 8.95 | … | … | 0.00 | 15.07 | 0.31 | 140.64 | 5.00 | 3.31 | 0.39 |
Data as of 05/06/2022, Common starting date is 07/15/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRSQX (MFS Blended Research Small Cap Equity Fu) |
9.50%
Apr 2019 – Apr 2022 |
35.71%
Jan 2017 – Jan 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRSQX (MFS Blended Research Small Cap Equity Fu) |
67.90%
Dec 2018 – Dec 2021 |
40.68%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart