Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRNCX (MFS ABSOLUTE RETURN FUND C) | NA | 0.50% | -0.17% | -0.60% | 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 |
|---|---|---|
| MRNCX (MFS ABSOLUTE RETURN FUND C) | 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 | 0.50 | -0.17 | -0.60 | NA | NA | NA | … | … | -0.07 | 2.21 | 2.39 | -3.83 | -2.69 | -1.22 | 1.68 | -2.52 |
| Sharpe Ratio | NA | -0.17 | -0.21 | -0.35 | NA | NA | NA | … | … | -0.79 | 0.84 | 0.74 | -1.24 | -1.50 | -0.77 | 0.87 | -1.28 |
| Standard Deviation(%) | NA | 1.79 | 2.61 | 2.37 | NA | NA | NA | … | … | 1.73 | 1.89 | 2.95 | 3.12 | 1.81 | 1.62 | 1.89 | 2.67 |
| Draw Down(%) | NA | 2.21 | 6.06 | 7.91 | NA | NA | NA | … | … | 0.78 | 2.09 | 4.17 | 5.75 | 3.10 | 2.18 | 2.37 | 3.66 |
| Yield(%) | 0.00 | 0.39 | 0.15 | 0.11 | 0.18 | 0.12 | 0.09 | … | … | 0.14 | 0.26 | 0.07 | 0.00 | 0.00 | 0.21 | 0.64 | 0.49 |
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 |
|---|---|---|---|---|
| MRNCX (MFS ABSOLUTE RETURN FUND C) |
-2.64%
Jan 2013 – Jan 2016 |
-1.61%
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 |
|---|---|---|---|---|
| MRNCX (MFS ABSOLUTE RETURN FUND C) |
0.21%
Dec 2014 – Dec 2017 |
0.03%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart