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MEDIX: MFS EMERGING MARKETS DEBT FUND I (MUTUAL FUND)
Basic Info 11.7 0.03(0.26%) April 25
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | (91%) |
Start Date: | 12/16/1998 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 7.12% |
Expenses | 1.80% |
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Performance Analytics (As of 04/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 05/08/2002 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.2 | -0.2 | 8.4 | -2.0 | 1.3 | 2.6 | 5.3 | 4.7 | 4.8 | 10.5 | -14.8 | -2.4 | 8.0 | 14.1 | -5.0 | 9.6 | 9.5 | -0.6 | 4.7 | -6.3 | 19.2 | 6.1 | 11.0 | 31.2 | -10.8 | 4.4 | 6.0 | 2.7 | 4.0 | 15.9 | 7.9 | 21.9 | 15.2 | 30.8 | 2.7 |
Sharpe Ratio | NA | -0.6 | 0.86 | -0.63 | -0.03 | 0.27 | NA | NA | 0.8 | 1.0 | -1.86 | -0.72 | 0.74 | 3.31 | -1.55 | 3.0 | 1.85 | -0.15 | 1.12 | -0.99 | 4.71 | 1.12 | 2.2 | 5.4 | -0.95 | 0.3 | 0.72 | 0.08 | 0.43 | 2.1 | 0.45 | 2.28 | 1.33 | 2.16 | 12.61 |
Draw Down(%) | NA | 3.0 | 7.0 | 26.4 | 26.4 | 26.4 | NA | NA | 29.4 | 7.2 | 24.2 | 4.7 | 19.3 | 2.1 | 7.6 | 1.5 | 5.8 | 5.8 | 7.0 | 11.5 | 4.0 | 7.2 | 5.3 | 3.3 | 29.0 | 6.2 | 6.6 | 6.1 | 12.8 | 9.7 | 11.3 | 6.0 | 8.3 | 12.0 | 0.4 |
Standard Deviation(%) | NA | 5.9 | 6.1 | 6.7 | 7.2 | 5.9 | NA | NA | 7.3 | 6.3 | 8.8 | 3.4 | 10.4 | 3.8 | 4.1 | 3.0 | 5.0 | 4.1 | 4.2 | 6.3 | 4.1 | 5.4 | 5.0 | 5.8 | 12.4 | 4.8 | 3.8 | 6.3 | 7.2 | 7.2 | 15.1 | 8.7 | 8.3 | 12.7 | 7.3 |
Treynor Ratio | NA | -0.02 | 0.11 | -0.09 | 0.0 | 0.05 | NA | NA | 0.39 | 0.15 | -0.31 | -0.09 | 0.11 | 0.61 | -0.27 | 0.48 | 0.46 | 1.63 | -0.44 | -0.32 | 1.17 | 0.67 | 0.95 | 2.06 | -0.75 | 0.11 | 0.17 | 0.05 | 0.11 | 1.04 | -0.3 | -1.69 | 2.22 | -0.82 | -1.85 |
Alpha | NA | 0.02 | 0.03 | 0.0 | 0.01 | 0.01 | NA | NA | 0.02 | 0.03 | -0.02 | 0.0 | 0.01 | 0.04 | -0.02 | 0.03 | 0.04 | 0.0 | 0.02 | -0.02 | 0.07 | 0.02 | 0.04 | 0.1 | -0.05 | 0.0 | 0.01 | 0.01 | 0.0 | 0.05 | 0.05 | 0.07 | 0.04 | 0.08 | 0.26 |
Beta | NA | 1.67 | 0.47 | 0.46 | 0.5 | 0.33 | NA | NA | 0.15 | 0.43 | 0.52 | 0.27 | 0.68 | 0.21 | 0.23 | 0.19 | 0.2 | 0.0 | -0.11 | 0.19 | 0.16 | 0.09 | 0.11 | 0.15 | 0.16 | 0.12 | 0.16 | 0.12 | 0.29 | 0.15 | -0.23 | -0.12 | 0.05 | -0.34 | -0.5 |
RSquared | NA | 0.13 | 0.25 | 0.31 | 0.29 | 0.17 | NA | NA | 0.03 | 0.33 | 0.37 | 0.15 | 0.32 | 0.07 | 0.13 | 0.18 | 0.11 | 0.0 | 0.02 | 0.05 | 0.05 | 0.02 | 0.05 | 0.09 | 0.02 | 0.03 | 0.11 | 0.02 | 0.2 | 0.05 | 0.02 | 0.02 | 0.0 | 0.05 | 0.25 |
Yield(%) | N/A | 1.6 | 6.1 | 4.8 | 4.8 | 4.6 | 6.3 | 5.5 | N/A | 5.7 | 5.4 | 4.2 | 4.1 | 5.1 | 4.5 | 4.7 | 5.0 | 4.7 | 5.0 | 4.8 | 6.3 | 5.8 | 7.4 | 8.0 | 6.6 | 6.8 | 2.7 | 0.0 | 0.0 | 0.0 | 0.0 | 9.4 | 13.9 | 12.6 | 7.0 |
Dividend Growth(%) | N/A | -71.2 | -10.3 | 9.2 | -1.4 | -1.2 | N/A | N/A | N/A | -15.4 | 20.0 | 6.6 | -11.6 | 1.5 | 0.0 | -1.4 | 1.5 | -5.6 | -8.9 | -13.2 | 7.1 | -18.3 | 14.3 | -1.1 | -4.2 | 159.5 | N/A | N/A | N/A | N/A | -100.0 | -32.3 | 29.6 | 75.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/08/2002
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