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DVRKX: MFS GLOBAL ALTERNATIVE STRATEGY FUND R4 (MUTUAL FUND)
Basic Info 12.81 0(0.0%) April 24
Asset Class: | Multialternative |
MyPlanIQ Rating: | (94%) |
Start Date: | 12/19/2007 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 1.02% |
Expenses | 1.37% |
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Performance Analytics (As of 04/23/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 12/20/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.6 | 6.0 | 10.8 | 4.1 | 4.7 | 3.3 | 5.2 | 3.2 | 9.2 | -5.1 | 3.7 | 4.7 | 13.1 | -0.5 | 6.5 | -3.4 | -2.2 | 2.6 | 7.6 | 12.1 | 0.9 | 3.6 | 19.6 | -19.7 | -0.5 |
Sharpe Ratio | NA | 4.11 | 1.77 | 0.31 | 0.47 | 0.41 | NA | 0.27 | 1.04 | -0.95 | 1.0 | 0.43 | 2.92 | -0.48 | 2.64 | -0.95 | -0.37 | 0.61 | 1.51 | 2.89 | 0.12 | 0.51 | 1.0 | -0.93 | -3.63 |
Draw Down(%) | NA | 1.1 | 1.9 | 9.9 | 12.9 | 12.9 | NA | 36.4 | 2.4 | 9.2 | 2.4 | 12.9 | 2.7 | 4.7 | 0.9 | 4.7 | 7.9 | 2.6 | 5.9 | 2.8 | 5.1 | 7.0 | 20.2 | 29.6 | 1.0 |
Standard Deviation(%) | NA | 3.6 | 3.7 | 5.2 | 6.4 | 5.4 | NA | 9.0 | 4.8 | 6.8 | 3.6 | 10.3 | 4.0 | 3.8 | 2.2 | 3.8 | 5.9 | 4.3 | 5.0 | 4.2 | 7.2 | 6.8 | 19.6 | 22.2 | 5.1 |
Treynor Ratio | NA | 0.67 | 0.3 | 0.08 | 0.12 | 0.1 | NA | 0.08 | 0.28 | -0.28 | 0.18 | 0.16 | 0.45 | -0.19 | 1.0 | -0.47 | -0.09 | 0.09 | 0.25 | 1.1 | -0.33 | 0.12 | 0.3 | -0.42 | -1.2 |
Alpha | NA | 0.04 | 0.01 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.0 | -0.01 | -0.01 | -0.01 | 0.02 | -0.01 | 0.02 | -0.02 | -0.01 | 0.0 | -0.01 | 0.04 | 0.01 | 0.0 | 0.01 | -0.01 | -0.1 |
Beta | NA | 0.22 | 0.21 | 0.22 | 0.25 | 0.23 | NA | 0.32 | 0.18 | 0.23 | 0.2 | 0.28 | 0.26 | 0.1 | 0.06 | 0.08 | 0.25 | 0.28 | 0.31 | 0.11 | -0.03 | 0.29 | 0.64 | 0.49 | 0.15 |
RSquared | NA | 0.5 | 0.47 | 0.53 | 0.69 | 0.55 | NA | 0.52 | 0.24 | 0.69 | 0.5 | 0.85 | 0.66 | 0.19 | 0.03 | 0.07 | 0.42 | 0.57 | 0.46 | 0.11 | 0.01 | 0.61 | 0.8 | 0.82 | 0.23 |
Yield(%) | N/A | 0.0 | 1.1 | 0.8 | 0.9 | 1.2 | 2.0 | N/A | 1.2 | 0.6 | 0.6 | 0.7 | 1.2 | 1.1 | 2.2 | 2.8 | 0.5 | 1.1 | 1.5 | 3.1 | 3.3 | 2.6 | 0.0 | 16.1 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 85.7 | -12.9 | -39.0 | N/A | N/A | N/A | 85.7 | 0.0 | -12.5 | -33.3 | 9.1 | -47.6 | -27.6 | 480.0 | -54.5 | -26.7 | -46.4 | -9.7 | 29.2 | N/A | -100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/20/2007
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