Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRNAX (MFS ABSOLUTE RETURN FUND A) | NA | 1.26% | 0.61% | 0.16% | NA | NA | NA | … | … |
Data as of 04/06/2018, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRNAX (MFS ABSOLUTE RETURN FUND A) | 04/07/2011 | 04/06/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.26 | 0.61 | 0.16 | NA | NA | NA | … | … | 0.13 | 2.93 | 3.26 | -3.06 | -2.09 | -0.31 | 2.38 | -2.09 |
| Sharpe Ratio | NA | 0.25 | 0.09 | -0.02 | NA | NA | NA | … | … | -0.37 | 1.17 | 1.04 | -1.00 | -1.14 | -0.21 | 1.26 | -1.09 |
| Standard Deviation(%) | NA | 1.81 | 2.61 | 2.37 | NA | NA | NA | … | … | 1.61 | 1.98 | 2.93 | 3.08 | 1.86 | 1.61 | 1.87 | 2.62 |
| Draw Down(%) | NA | 1.73 | 5.55 | 5.94 | NA | NA | NA | … | … | 0.65 | 1.71 | 3.95 | 5.23 | 2.69 | 1.87 | 2.10 | 3.38 |
| Yield(%) | 0.00 | 1.16 | 0.78 | 0.68 | 0.58 | 0.39 | 0.29 | … | … | 0.34 | 0.99 | 0.62 | 0.56 | 0.50 | 0.82 | 1.43 | 0.82 |
Data as of 04/06/2018, Common starting date is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRNAX (MFS ABSOLUTE RETURN FUND A) |
-1.88%
Jan 2013 – Jan 2016 |
-0.85%
May 2011 – May 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRNAX (MFS ABSOLUTE RETURN FUND A) |
1.00%
Dec 2014 – Dec 2017 |
0.78%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart