Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRHHX (MFS Floating Rate High Income I) | NA | -11.32% | -3.69% | NA | NA | NA | NA | … | … |
Data as of 09/11/2009, Common starting date is 01/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRHHX (MFS Floating Rate High Income I) | 01/12/2005 | 09/11/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.32 | -3.69 | NA | NA | NA | NA | … | … | 24.61 | -30.92 | 1.43 | 6.01 | 2.25 |
| Sharpe Ratio | NA | -1.26 | -0.93 | NA | NA | NA | NA | … | … | 6.74 | -4.05 | -0.60 | 1.52 | 0.12 |
| Standard Deviation(%) | NA | 9.10 | 5.81 | NA | NA | NA | NA | … | … | 5.51 | 7.84 | 2.68 | 1.79 | 1.13 |
| Draw Down(%) | NA | 31.49 | 34.78 | NA | NA | NA | NA | … | … | 2.93 | 33.50 | 4.01 | 0.30 | 1.09 |
| Yield(%) | 0.00 | 4.53 | 5.57 | 4.40 | 2.20 | 1.47 | 1.10 | … | … | 3.36 | 5.81 | 6.88 | 6.11 | 1.34 |
Data as of 09/11/2009, Common starting date is 01/12/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRHHX (MFS Floating Rate High Income I) |
-9.44%
Dec 2005 – Dec 2008 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRHHX (MFS Floating Rate High Income I) |
2.73%
Jun 2005 – Jun 2008 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart