Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MECJX (MFS New Endeavor R4) | NA | -21.50% | -4.79% | NA | NA | NA | NA | … | … |
Data as of 09/11/2009, Common starting date is 04/08/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MECJX (MFS New Endeavor R4) | 04/08/2005 | 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 | -21.50 | -4.79 | NA | NA | NA | NA | … | … | 21.69 | -39.71 | 5.79 | 7.84 | 11.33 |
| Sharpe Ratio | NA | -0.44 | -0.20 | NA | NA | NA | NA | … | … | 0.97 | -0.93 | 0.16 | 0.31 | 1.08 |
| Standard Deviation(%) | NA | 48.74 | 32.58 | NA | NA | NA | NA | … | … | 33.69 | 43.37 | 17.58 | 14.54 | 12.44 |
| Draw Down(%) | NA | 51.81 | 58.57 | NA | NA | NA | NA | … | … | 26.98 | 55.76 | 13.67 | 14.58 | 8.61 |
| Yield(%) | 0.00 | 0.00 | 13.25 | 8.74 | 4.37 | 2.91 | 2.18 | … | … | 0.00 | 0.00 | 22.16 | 18.61 | 1.25 |
Data as of 09/11/2009, Common starting date is 04/08/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MECJX (MFS New Endeavor R4) |
-17.32%
Feb 2006 – Feb 2009 |
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 |
|---|---|---|---|---|
| MECJX (MFS New Endeavor R4) |
9.26%
May 2005 – May 2008 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart