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NDVUX: MFS NEW DISCOVERY VALUE FUND R4 (MUTUAL FUND)
Basic Info 18.3 0.41(2.29%) March 27
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: | (4%) |
Start Date: | 06/08/2011 |
Last Dividend Date: | 12/12/2023 |
12-Mo. Yield | 6.30% |
Expenses | 1.18% |
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Performance Analytics (As of 03/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/08/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.2 | 3.3 | 17.7 | 5.6 | 10.9 | 9.3 | 11.5 | 11.2 | -10.8 | 33.6 | 3.6 | 34.2 | -11.1 | 14.8 | 26.5 | -2.9 | 3.2 | 39.7 | 20.5 | -2.8 |
Sharpe Ratio | NA | 0.02 | 0.7 | 0.11 | 0.35 | 0.38 | 0.5 | 0.37 | -0.5 | 1.76 | 0.08 | 2.38 | -0.83 | 1.34 | 1.63 | -0.2 | 0.24 | 3.27 | 1.32 | -0.12 |
Draw Down(%) | NA | 4.7 | 15.4 | 23.1 | 44.0 | 44.0 | 44.0 | 17.9 | 22.9 | 9.0 | 44.0 | 8.7 | 23.3 | 5.3 | 11.9 | 13.0 | 12.1 | 4.5 | 11.4 | 27.9 |
Standard Deviation(%) | NA | 15.5 | 17.6 | 20.6 | 26.3 | 21.1 | 21.2 | 19.1 | 24.6 | 19.1 | 43.8 | 13.8 | 14.9 | 10.7 | 16.1 | 14.6 | 13.1 | 12.1 | 15.7 | 39.6 |
Treynor Ratio | NA | 0.0 | 0.12 | 0.02 | 0.09 | 0.08 | 0.11 | 0.07 | -0.13 | 0.36 | 0.03 | 0.35 | -0.13 | 0.15 | 0.28 | -0.03 | 0.03 | 0.45 | 0.21 | -0.05 |
Alpha | NA | -0.06 | -0.03 | -0.01 | 0.0 | 0.0 | 0.0 | -0.02 | -0.01 | 0.02 | -0.01 | 0.04 | 0.0 | 0.01 | 0.01 | 0.01 | -0.02 | 0.02 | 0.01 | 0.02 |
Beta | NA | 1.01 | 1.02 | 0.97 | 0.98 | 0.97 | 0.97 | 1.01 | 0.97 | 0.94 | 0.98 | 0.94 | 0.93 | 0.97 | 0.95 | 0.95 | 0.93 | 0.89 | 0.99 | 1.01 |
RSquared | NA | 0.96 | 0.97 | 0.95 | 0.97 | 0.96 | 0.96 | 0.97 | 0.95 | 0.93 | 0.98 | 0.96 | 0.96 | 0.94 | 0.96 | 0.97 | 0.91 | 0.94 | 0.96 | 0.97 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/08/2011
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