Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MEIWX (MFS Value W) | NA | -0.50% | 5.73% | 1.00% | NA | NA | NA | … | … |
Data as of 01/22/2013, Common starting date is 05/03/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MEIWX (MFS Value W) | 05/03/2006 | 01/22/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.50 | 5.73 | 1.00 | NA | NA | NA | … | … | 0.00 | 4.17 | -0.05 | 11.54 | 20.76 | -32.75 | 7.91 | 10.27 |
| Sharpe Ratio | NA | -0.05 | 0.33 | 0.03 | NA | NA | NA | … | … | 0.00 | 0.55 | 0.00 | 0.68 | 0.75 | -0.81 | 0.30 | 1.21 |
| Standard Deviation(%) | NA | 7.19 | 16.96 | 25.93 | NA | NA | NA | … | … | NA | 7.61 | 22.95 | 16.91 | 27.47 | 41.22 | 16.13 | 10.29 |
| Draw Down(%) | NA | 8.64 | 20.25 | 49.77 | NA | NA | NA | … | … | 0.00 | 8.64 | 20.25 | 14.82 | 28.40 | 45.18 | 9.22 | 8.01 |
| Yield(%) | 0.00 | 0.38 | 1.37 | 1.32 | 1.92 | 1.28 | 0.96 | … | … | 0.00 | 0.39 | 1.80 | 1.59 | 1.94 | 1.45 | 8.82 | 3.58 |
Data as of 01/22/2013, Common starting date is 05/03/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEIWX (MFS Value W) |
-9.08%
Jun 2007 – Jun 2010 |
-1.88%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEIWX (MFS Value W) |
22.00%
Feb 2009 – Feb 2012 |
3.20%
Jun 2006 – Jun 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart