Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EBMTX (MASSACHUSETTS INVESTORS TRUST 529B) | NA | 4.32% | 14.39% | 13.33% | 13.01% | 8.72% | NA | … | … |
Data as of 05/06/2022, Common starting date is 08/30/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EBMTX (MASSACHUSETTS INVESTORS TRUST 529B) | 08/30/2002 | 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 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.32 | 14.39 | 13.33 | 13.01 | 8.72 | NA | … | … | -6.92 | 15.24 | 14.29 | 31.15 | -5.45 | 22.57 | 8.26 | -0.53 | 10.14 | 30.81 | 18.20 | -2.64 | 10.58 | 26.87 | -33.33 | 9.59 | 12.16 | 6.37 | 10.50 | 20.56 | -5.16 |
| Sharpe Ratio | NA | 0.32 | 0.64 | 0.67 | 0.78 | NA | NA | … | … | -1.17 | 1.00 | 0.42 | 2.43 | -0.41 | 3.22 | 0.58 | -0.04 | 0.87 | 2.73 | 1.39 | -0.11 | 0.60 | 1.02 | -0.87 | 0.43 | 0.89 | 0.41 | 0.88 | 1.24 | -0.59 |
| Standard Deviation(%) | NA | 13.32 | 21.96 | 18.94 | 16.21 | NA | NA | … | … | 16.31 | 15.29 | 33.23 | 12.26 | 16.44 | 6.85 | 13.72 | 15.63 | 11.58 | 11.26 | 13.21 | 24.27 | 17.49 | 26.14 | 39.07 | 15.49 | 10.01 | 10.12 | 10.87 | 15.99 | 26.39 |
| Draw Down(%) | NA | 13.46 | 33.44 | 33.44 | 33.44 | NA | NA | … | … | 13.25 | 11.74 | 33.44 | 6.08 | 18.31 | 2.74 | 11.05 | 11.31 | 8.33 | 5.76 | 11.02 | 20.57 | 16.02 | 24.81 | 43.75 | 8.50 | 8.66 | 7.01 | 8.57 | 13.58 | 14.04 |
| Yield(%) | 0.00 | 9.91 | 8.72 | 9.37 | 9.77 | 6.69 | 8.09 | … | … | 0.00 | 11.35 | 5.37 | 9.61 | 12.30 | 8.02 | 6.39 | 5.37 | 6.67 | 1.94 | 3.45 | 0.18 | 0.07 | 0.99 | 1.63 | 8.26 | 0.18 | 0.00 | 0.08 | 0.00 | 0.00 |
Data as of 05/06/2022, Common starting date is 08/30/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EBMTX (MASSACHUSETTS INVESTORS TRUST 529B) |
-12.44%
Feb 2006 – Feb 2009 |
-4.51%
Feb 2004 – Feb 2009 |
5.63%
Feb 2006 – Feb 2016 |
6.80%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EBMTX (MASSACHUSETTS INVESTORS TRUST 529B) |
23.88%
Dec 2018 – Dec 2021 |
20.48%
Feb 2009 – Feb 2014 |
15.22%
Sep 2011 – Sep 2021 |
10.09%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart