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MEDEX: MFS EMERGING MARKETS DEBT FUND R2 (MUTUAL FUND)
Basic Info 12.02 0.03(0.25%) May 17
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | (21%) |
Start Date: | 12/05/2008 |
Last Dividend Date: | 04/30/2024 |
12-Mo. Yield | 5.98% |
Expenses | 1.80% |
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Performance Analytics (As of 05/16/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 12/05/2008 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.6 | 2.3 | 11.2 | -1.7 | 1.3 | 2.1 | 4.7 | 5.6 | 9.9 | -15.3 | -2.9 | 7.5 | 13.5 | -5.5 | 9.0 | 8.6 | -1.1 | 4.2 | -6.7 | 18.6 | 5.6 | 10.3 | 29.2 | 7.7 |
Sharpe Ratio | NA | 0.18 | 0.96 | -0.66 | -0.06 | 0.17 | NA | 0.86 | 0.92 | -1.92 | -0.87 | 0.7 | 3.19 | -1.68 | 2.82 | 1.69 | -0.28 | 1.01 | -1.05 | 4.6 | 1.03 | 2.06 | 5.04 | 21.65 |
Draw Down(%) | NA | 3.0 | 7.1 | 26.8 | 26.8 | 26.8 | NA | 26.8 | 7.5 | 24.4 | 4.7 | 19.4 | 2.2 | 7.9 | 1.5 | 6.2 | 6.1 | 7.2 | 11.6 | 4.0 | 7.3 | 5.4 | 4.4 | 0.2 |
Standard Deviation(%) | NA | 5.6 | 6.0 | 6.6 | 7.1 | 5.8 | NA | 5.7 | 6.2 | 8.7 | 3.3 | 10.4 | 3.8 | 4.0 | 3.0 | 5.0 | 4.0 | 4.1 | 6.4 | 4.1 | 5.4 | 5.0 | 5.8 | 9.2 |
Treynor Ratio | NA | 0.01 | 0.12 | -0.09 | -0.01 | 0.03 | NA | 0.2 | 0.13 | -0.32 | -0.11 | 0.11 | 0.62 | -0.29 | 0.43 | 0.42 | 1.38 | -0.4 | -0.33 | 1.24 | 0.55 | 0.87 | 1.89 | 22.25 |
Alpha | NA | 0.03 | 0.03 | 0.0 | 0.01 | 0.01 | NA | 0.02 | 0.03 | -0.02 | 0.0 | 0.0 | 0.04 | -0.02 | 0.02 | 0.03 | 0.0 | 0.02 | -0.02 | 0.07 | 0.02 | 0.04 | 0.1 | 0.4 |
Beta | NA | 1.65 | 0.48 | 0.47 | 0.51 | 0.33 | NA | 0.25 | 0.43 | 0.53 | 0.27 | 0.67 | 0.2 | 0.23 | 0.2 | 0.2 | -0.01 | -0.11 | 0.2 | 0.15 | 0.1 | 0.12 | 0.15 | 0.09 |
RSquared | NA | 0.11 | 0.25 | 0.33 | 0.3 | 0.17 | NA | 0.12 | 0.33 | 0.39 | 0.16 | 0.32 | 0.06 | 0.13 | 0.2 | 0.1 | 0.0 | 0.02 | 0.06 | 0.04 | 0.02 | 0.05 | 0.09 | 0.04 |
Yield(%) | N/A | 2.0 | 6.0 | 4.5 | 4.4 | 4.0 | 5.4 | N/A | 5.6 | 5.0 | 3.5 | 3.7 | 4.4 | 4.0 | 4.1 | 4.1 | 4.1 | 4.1 | 4.5 | 5.8 | 5.4 | 6.9 | 5.9 | 0.0 |
Dividend Growth(%) | N/A | -63.1 | -7.9 | 15.1 | 4.7 | N/A | N/A | N/A | -11.0 | 35.2 | -1.8 | -8.3 | 0.0 | 0.0 | 5.3 | -5.0 | 0.0 | -18.9 | -12.9 | 7.6 | -18.6 | 42.6 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/05/2008
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