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GLMAX: MFS GLOBAL MULTI-ASSET FUND A (MUTUAL FUND)
Basic Info
Asset Class: | World Allocation |
MyPlanIQ Rating: | Not Rated |
Start Date: | 04/07/2011 |
Last Dividend Date: | 03/26/2018 |
12-Mo. Yield | 1.98% |
Expenses | 1.44% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 04/07/2011 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.4 | 1.6 | 1.3 | -0.8 | 10.0 | 6.6 | -6.9 | 1.0 | 1.8 | 8.8 | -9.4 |
Sharpe Ratio | NA | 0.92 | 0.16 | 0.29 | 0.13 | -0.58 | 2.51 | 0.9 | -0.88 | 0.17 | 0.25 | 0.98 | -0.77 |
Draw Down(%) | NA | 4.8 | 15.9 | 15.9 | 16.0 | 4.8 | 2.1 | 4.9 | 12.3 | 5.8 | 7.7 | 9.3 | 15.7 |
Standard Deviation(%) | NA | 4.9 | 6.6 | 6.5 | 8.5 | 7.3 | 3.8 | 7.1 | 7.9 | 5.7 | 7.1 | 9.0 | 16.5 |
Treynor Ratio | NA | 0.07 | 0.01 | 0.03 | 0.01 | -0.07 | 0.17 | 0.09 | -0.08 | 0.01 | 0.02 | 0.09 | -0.13 |
Alpha | NA | 0.0 | 0.0 | -0.01 | -0.01 | 0.0 | 0.01 | 0.02 | -0.02 | 0.0 | -0.04 | 0.0 | -0.01 |
Beta | NA | 0.6 | 0.72 | 0.72 | 0.83 | 0.59 | 0.56 | 0.69 | 0.82 | 0.64 | 0.83 | 0.97 | 0.94 |
RSquared | NA | 0.56 | 0.66 | 0.66 | 0.75 | 0.66 | 0.34 | 0.68 | 0.72 | 0.57 | 0.76 | 0.83 | 0.86 |
Yield(%) | N/A | 2.0 | 2.6 | 2.7 | N/A | 0.7 | 1.2 | 1.9 | 4.4 | 5.5 | 0.2 | 0.5 | 1.5 |
Dividend Growth(%) | N/A | 11.0 | 36.4 | N/A | N/A | -36.4 | -31.2 | -61.9 | -22.2 | 2600.0 | -60.0 | -66.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/07/2011
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