Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRLRX (MFS BLENDED RESEARCH GLOBAL EQUITY FUND R1) | NA | -3.81% | 1.05% | 7.89% | NA | NA | NA | … | … |
Data as of 01/07/2021, Common starting date is 09/16/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRLRX (MFS BLENDED RESEARCH GLOBAL EQUITY FUND R1) | 09/16/2015 | 01/07/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.81 | 1.05 | 7.89 | NA | NA | NA | … | … | 0.00 | -3.66 | 24.33 | -11.69 | 23.64 | 6.01 | -0.54 |
| Sharpe Ratio | NA | -0.13 | 0.00 | 0.40 | NA | NA | NA | … | … | 0.00 | -0.12 | 1.96 | -0.89 | 3.49 | 0.38 | -0.13 |
| Standard Deviation(%) | NA | 31.25 | 21.05 | 17.87 | NA | NA | NA | … | … | NA | 31.26 | 11.68 | 14.65 | 6.63 | 15.24 | 14.63 |
| Draw Down(%) | NA | 35.87 | 35.87 | 35.87 | NA | NA | NA | … | … | 0.00 | 35.87 | 7.49 | 21.37 | 2.20 | 13.52 | 6.50 |
| Yield(%) | 0.00 | 0.00 | 3.74 | 3.90 | 1.87 | 1.24 | 0.93 | … | … | 0.00 | 0.00 | 3.82 | 8.37 | 2.78 | 0.96 | 0.34 |
Data as of 01/07/2021, Common starting date is 09/16/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRLRX (MFS BLENDED RESEARCH GLOBAL EQUITY FUND R1) |
-1.24%
Mar 2017 – Mar 2020 |
6.22%
Oct 2015 – Oct 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRLRX (MFS BLENDED RESEARCH GLOBAL EQUITY FUND R1) |
11.84%
Feb 2016 – Feb 2019 |
6.75%
Dec 2015 – Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart