Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRNSX (MFS ABSOLUTE RETURN FUND R2) | NA | 1.01% | 0.36% | -0.08% | NA | NA | NA | … | … |
Data as of 04/06/2018, Common starting date is 03/31/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRNSX (MFS ABSOLUTE RETURN FUND R2) | 03/31/2011 | 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 | 1.01 | 0.36 | -0.08 | NA | NA | NA | … | … | 0.06 | 2.67 | 3.00 | -3.32 | -2.24 | -0.70 | 2.13 | -2.10 |
| Sharpe Ratio | NA | 0.11 | -0.01 | -0.13 | NA | NA | NA | … | … | -0.49 | 1.04 | 0.95 | -1.09 | -1.22 | -0.44 | 1.12 | -1.04 |
| Standard Deviation(%) | NA | 1.83 | 2.62 | 2.38 | NA | NA | NA | … | … | 1.70 | 1.97 | 2.94 | 3.06 | 1.84 | 1.69 | 1.86 | 2.67 |
| Draw Down(%) | NA | 1.90 | 5.76 | 6.61 | NA | NA | NA | … | … | 0.69 | 1.90 | 3.99 | 5.51 | 2.80 | 1.91 | 2.15 | 3.48 |
| Yield(%) | 0.00 | 0.91 | 0.53 | 0.45 | 0.43 | 0.28 | 0.21 | … | … | 0.27 | 0.74 | 0.36 | 0.30 | 0.25 | 0.62 | 1.18 | 0.71 |
Data as of 04/06/2018, Common starting date is 03/31/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRNSX (MFS ABSOLUTE RETURN FUND R2) |
-2.14%
Jan 2013 – Jan 2016 |
-1.08%
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 |
|---|---|---|---|---|
| MRNSX (MFS ABSOLUTE RETURN FUND R2) |
0.74%
Dec 2014 – Dec 2017 |
0.54%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart