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MFWLX: MFS GLOBAL TOTAL RETURN FUND R6 (MUTUAL FUND)
Basic Info 17.25 0.03(0.17%) May 10
Asset Class: | World Allocation |
MyPlanIQ Rating: | (2%) |
Start Date: | 06/04/2012 |
Last Dividend Date: | 03/26/2024 |
12-Mo. Yield | 4.41% |
Expenses | 1.34% |
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Performance Analytics (As of 05/10/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/04/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.6 | 3.2 | 9.9 | 1.3 | 5.9 | 5.0 | 6.6 | 10.6 | -10.5 | 8.6 | 9.6 | 18.6 | -6.9 | 15.6 | 5.4 | -1.2 | 3.8 | 16.5 | 9.9 |
Sharpe Ratio | NA | 0.77 | 0.8 | -0.1 | 0.37 | 0.41 | 0.63 | 0.79 | -0.91 | 1.21 | 0.5 | 2.99 | -1.04 | 4.02 | 0.65 | -0.16 | 0.68 | 2.47 | 2.35 |
Draw Down(%) | NA | 3.9 | 8.5 | 20.1 | 23.3 | 23.3 | 23.3 | 8.5 | 20.1 | 3.4 | 23.3 | 2.6 | 13.0 | 1.1 | 5.5 | 8.0 | 5.7 | 4.5 | 4.0 |
Standard Deviation(%) | NA | 7.0 | 7.7 | 9.7 | 11.6 | 9.5 | 9.1 | 8.1 | 13.0 | 7.1 | 18.6 | 5.8 | 7.8 | 3.7 | 8.0 | 7.9 | 5.6 | 6.6 | 7.6 |
Treynor Ratio | NA | 0.08 | 0.08 | -0.01 | 0.07 | 0.06 | 0.09 | 0.08 | -0.17 | 0.14 | 0.22 | 0.25 | -0.11 | 0.19 | 0.06 | -0.01 | 0.05 | 0.21 | 0.2 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | 0.02 | 0.01 | 0.02 | 0.0 | 0.02 | 0.01 | 0.0 | 0.01 | 0.02 | 0.0 |
Beta | NA | 0.69 | 0.81 | 0.71 | 0.58 | 0.65 | 0.67 | 0.83 | 0.7 | 0.6 | 0.42 | 0.69 | 0.77 | 0.78 | 0.88 | 0.91 | 0.76 | 0.78 | 0.89 |
RSquared | NA | 0.73 | 0.78 | 0.69 | 0.38 | 0.47 | 0.5 | 0.76 | 0.67 | 0.59 | 0.16 | 0.48 | 0.7 | 0.67 | 0.87 | 0.87 | 0.83 | 0.78 | 0.89 |
Yield(%) | N/A | 0.4 | 4.4 | 5.3 | 6.2 | 4.8 | N/A | 4.4 | 2.6 | 10.6 | 7.7 | 5.4 | 3.3 | 3.1 | 1.3 | 4.5 | 3.5 | 2.4 | 1.4 |
Dividend Growth(%) | N/A | -89.9 | 43.8 | 8.0 | 108.9 | N/A | N/A | 43.8 | -75.5 | 39.0 | 62.1 | 45.0 | 20.0 | 150.0 | -72.6 | 28.1 | 62.9 | 84.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/04/2012
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