Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRNRX (MFS ABSOLUTE RETURN FUND R1) | NA | 0.53% | -0.12% | -0.57% | 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 |
|---|---|---|
| MRNRX (MFS ABSOLUTE RETURN FUND R1) | 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 | 0.53 | -0.12 | -0.57 | NA | NA | NA | … | … | -0.04 | 2.20 | 2.39 | -3.72 | -2.69 | -1.24 | 1.70 | -2.46 |
| Sharpe Ratio | NA | -0.14 | -0.19 | -0.33 | NA | NA | NA | … | … | -0.68 | 0.75 | 0.73 | -1.23 | -1.48 | -0.77 | 0.90 | -1.27 |
| Standard Deviation(%) | NA | 1.98 | 2.66 | 2.40 | NA | NA | NA | … | … | 1.82 | 2.10 | 2.99 | 3.06 | 1.83 | 1.66 | 1.85 | 2.64 |
| Draw Down(%) | NA | 2.23 | 6.05 | 7.84 | NA | NA | NA | … | … | 0.81 | 2.09 | 4.06 | 5.74 | 3.10 | 2.19 | 2.37 | 3.60 |
| Yield(%) | 0.00 | 0.43 | 0.16 | 0.11 | 0.17 | 0.12 | 0.09 | … | … | 0.17 | 0.26 | 0.07 | 0.00 | 0.00 | 0.19 | 0.66 | 0.45 |
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 |
|---|---|---|---|---|
| MRNRX (MFS ABSOLUTE RETURN FUND R1) |
-2.61%
Jan 2013 – Jan 2016 |
-1.57%
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 |
|---|---|---|---|---|
| MRNRX (MFS ABSOLUTE RETURN FUND R1) |
0.25%
Dec 2014 – Dec 2017 |
0.05%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart