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MGVSX: MFS GOVERNMENT SECURITIES FUND R2 (MUTUAL FUND)
Basic Info 8.43 0.04(0.48%) May 03
Asset Class: | Intermediate Government |
MyPlanIQ Rating: | (54%) |
Start Date: | 11/03/2003 |
Last Dividend Date: | 04/30/2024 |
12-Mo. Yield | 2.71% |
Expenses | 1.51% |
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Performance Analytics (As of 05/03/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 11/03/2003 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.0 | -2.7 | -3.1 | -4.0 | -1.0 | 0.1 | 1.0 | 2.0 | 1.9 | 3.6 | -12.3 | -2.2 | 6.0 | 5.9 | 0.0 | 1.6 | 0.2 | 0.0 | 4.4 | -3.2 | 1.9 | 6.9 | 4.1 | 4.0 | 8.2 | 6.6 | 3.2 | 1.6 | 2.9 | 0.9 |
Sharpe Ratio | NA | -1.83 | -0.99 | -0.97 | -0.46 | -0.22 | NA | NA | 0.22 | -0.09 | -1.92 | -0.82 | 1.35 | 1.36 | -0.45 | 0.37 | 0.01 | -0.01 | 1.74 | -1.07 | 0.76 | 1.93 | 1.14 | 0.99 | 1.23 | 0.98 | -0.03 | -0.19 | 0.52 | 1.2 |
Draw Down(%) | NA | 4.1 | 8.5 | 17.7 | 19.3 | 19.3 | NA | NA | 19.3 | 8.7 | 15.5 | 3.0 | 4.4 | 2.0 | 2.9 | 1.5 | 4.9 | 2.7 | 1.0 | 4.6 | 1.6 | 1.9 | 3.6 | 2.3 | 3.1 | 2.4 | 2.2 | 2.5 | 4.3 | 1.1 |
Standard Deviation(%) | NA | 6.3 | 7.0 | 6.5 | 5.6 | 4.4 | NA | NA | 4.1 | 7.6 | 7.1 | 2.8 | 4.2 | 3.3 | 2.9 | 2.8 | 2.9 | 3.2 | 2.5 | 3.0 | 2.4 | 3.6 | 3.5 | 3.9 | 5.9 | 3.7 | 3.1 | 3.0 | 3.8 | 4.3 |
Treynor Ratio | NA | -0.1 | -0.06 | -0.06 | -0.03 | -0.01 | NA | NA | 0.01 | -0.01 | -0.14 | -0.03 | 0.07 | 0.06 | -0.01 | 0.01 | 0.0 | 0.0 | 0.06 | -0.05 | 0.03 | 0.1 | 0.07 | 0.07 | 0.11 | 0.05 | 0.0 | -0.01 | 0.03 | 0.06 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 |
Beta | NA | 1.1 | 1.1 | 1.01 | 0.97 | 0.9 | NA | NA | 0.77 | 1.02 | 0.99 | 0.77 | 0.86 | 0.81 | 0.88 | 0.86 | 0.69 | 0.67 | 0.69 | 0.72 | 0.65 | 0.66 | 0.59 | 0.52 | 0.68 | 0.74 | 0.81 | 0.77 | 0.73 | 0.82 |
RSquared | NA | 0.95 | 0.94 | 0.91 | 0.87 | 0.85 | NA | NA | 0.82 | 0.93 | 0.91 | 0.74 | 0.67 | 0.88 | 0.75 | 0.83 | 0.8 | 0.84 | 0.82 | 0.82 | 0.73 | 0.86 | 0.83 | 0.79 | 0.77 | 0.9 | 0.9 | 0.88 | 0.91 | 0.9 |
Yield(%) | N/A | 0.9 | 2.7 | 1.5 | 1.7 | 2.0 | 2.2 | 2.7 | N/A | 2.8 | 1.1 | 0.8 | 1.7 | 2.5 | 2.5 | 2.4 | 2.3 | 1.7 | 2.4 | 2.6 | 2.8 | 2.4 | 2.7 | 3.6 | 3.8 | 3.8 | 3.8 | 3.6 | 3.4 | 0.3 |
Dividend Growth(%) | N/A | -66.7 | 41.2 | -23.0 | -25.0 | -38.6 | N/A | N/A | N/A | 118.2 | 37.5 | -52.9 | -29.2 | 0.0 | 0.0 | 4.3 | 35.3 | -29.2 | -11.1 | -6.9 | 20.8 | -11.1 | -25.0 | -2.7 | 2.8 | 0.0 | 2.9 | 6.1 | 1000.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/03/2003
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