Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFRWX (MFS Research W) | NA | 0.94% | 7.24% | 2.62% | 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 |
|---|---|---|
| MFRWX (MFS Research 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 | 0.94 | 7.24 | 2.62 | NA | NA | NA | … | … | 0.00 | 5.50 | -0.56 | 15.67 | 30.55 | -36.37 | 13.24 | 6.17 |
| Sharpe Ratio | NA | 0.15 | 0.40 | 0.09 | NA | NA | NA | … | … | 0.00 | 0.70 | -0.02 | 0.85 | 1.11 | -0.90 | 0.63 | 0.52 |
| Standard Deviation(%) | NA | 7.40 | 18.16 | 26.52 | NA | NA | NA | … | … | NA | 7.81 | 24.39 | 18.44 | 27.46 | 41.43 | 16.37 | 11.74 |
| Draw Down(%) | NA | 8.64 | 19.61 | 50.46 | NA | NA | NA | … | … | 0.00 | 8.64 | 19.61 | 16.69 | 25.24 | 47.66 | 9.97 | 9.98 |
| Yield(%) | 0.00 | 0.00 | 0.71 | 0.74 | 0.55 | 0.37 | 0.28 | … | … | 0.00 | 0.00 | 0.97 | 0.95 | 1.38 | 0.72 | 0.99 | 0.59 |
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 |
|---|---|---|---|---|
| MFRWX (MFS Research W) |
-7.62%
Jun 2007 – Jun 2010 |
-0.50%
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 |
|---|---|---|---|---|
| MFRWX (MFS Research W) |
24.88%
Feb 2009 – Feb 2012 |
4.86%
Jun 2006 – Jun 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart