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MEIJX: MFS VALUE FUND R4 (MUTUAL FUND)
Basic Info 51.19 0.22(0.43%) March 28
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (91%) |
Start Date: | 04/07/2005 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 8.61% |
Expenses | 0.80% |
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Performance Analytics (As of 03/27/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 04/08/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 8.3 | 22.2 | 8.0 | 10.9 | 9.6 | 12.6 | 8.7 | 8.2 | -6.0 | 25.5 | 4.0 | 30.1 | -9.9 | 17.8 | 14.2 | -0.5 | 10.6 | 35.8 | 16.4 | 0.0 | 11.7 | 20.9 | -32.7 | 7.7 | 21.0 | 3.8 |
Sharpe Ratio | NA | 4.35 | 1.83 | 0.43 | 0.46 | 0.5 | NA | 0.4 | 0.33 | -0.38 | 2.11 | 0.11 | 2.48 | -0.75 | 2.51 | 1.06 | -0.04 | 0.97 | 3.26 | 1.32 | 0.0 | 0.68 | 0.77 | -0.81 | 0.29 | 1.79 | 0.29 |
Draw Down(%) | NA | 1.8 | 9.6 | 17.6 | 36.7 | 36.7 | NA | 52.6 | 9.6 | 17.6 | 4.8 | 36.7 | 5.6 | 20.0 | 3.4 | 8.6 | 11.5 | 7.6 | 5.2 | 10.6 | 20.2 | 14.8 | 28.4 | 45.2 | 9.2 | 8.0 | 5.7 |
Standard Deviation(%) | NA | 7.2 | 10.0 | 14.5 | 20.1 | 16.7 | NA | 18.9 | 11.9 | 19.5 | 12.0 | 35.1 | 11.6 | 14.9 | 6.8 | 13.1 | 15.1 | 10.9 | 11.0 | 12.5 | 23.0 | 16.9 | 26.9 | 41.2 | 16.2 | 9.9 | 10.1 |
Treynor Ratio | NA | 0.38 | 0.2 | 0.06 | 0.09 | 0.09 | NA | 0.08 | 0.04 | -0.07 | 0.28 | 0.04 | 0.29 | -0.12 | 0.19 | 0.14 | -0.01 | 0.11 | 0.37 | 0.17 | 0.0 | 0.13 | 0.27 | -0.36 | 0.05 | 0.17 | 0.03 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.0 | -0.02 | 0.01 | 0.01 | 0.02 | -0.02 | 0.01 | -0.01 | 0.0 | -0.01 | 0.01 | 0.01 | 0.0 | -0.01 | 0.02 | 0.01 | 0.03 | 0.0 | -0.01 |
Beta | NA | 0.83 | 0.92 | 0.98 | 0.98 | 0.97 | NA | 0.93 | 0.97 | 1.02 | 0.91 | 0.98 | 0.98 | 0.93 | 0.93 | 0.97 | 0.97 | 0.99 | 0.97 | 0.97 | 0.95 | 0.92 | 0.78 | 0.93 | 0.95 | 1.02 | 0.93 |
RSquared | NA | 0.92 | 0.91 | 0.95 | 0.97 | 0.97 | NA | 0.95 | 0.93 | 0.96 | 0.94 | 0.98 | 0.95 | 0.97 | 0.92 | 0.97 | 0.98 | 0.97 | 0.96 | 0.97 | 0.97 | 0.98 | 0.84 | 0.97 | 0.98 | 0.94 | 0.96 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/08/2005
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