Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRLSX (MFS BLENDED RESEARCH GLOBAL EQUITY FUND R2) | NA | -3.57% | 1.46% | 8.38% | 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 |
|---|---|---|
| BRLSX (MFS BLENDED RESEARCH GLOBAL EQUITY FUND R2) | 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 | -3.57 | 1.46 | 8.38 | NA | NA | NA | … | … | 0.00 | -3.41 | 25.00 | -11.27 | 24.29 | 6.51 | -0.49 |
| Sharpe Ratio | NA | -0.12 | 0.02 | 0.43 | NA | NA | NA | … | … | 0.00 | -0.12 | 2.02 | -0.86 | 3.59 | 0.41 | -0.12 |
| Standard Deviation(%) | NA | 31.29 | 21.07 | 17.89 | NA | NA | NA | … | … | NA | 31.30 | 11.71 | 14.66 | 6.63 | 15.23 | 14.67 |
| Draw Down(%) | NA | 35.77 | 35.77 | 35.77 | NA | NA | NA | … | … | 0.00 | 35.77 | 7.39 | 21.05 | 2.19 | 13.52 | 6.50 |
| Yield(%) | 0.00 | 0.00 | 4.04 | 4.38 | 2.11 | 1.40 | 1.05 | … | … | 0.00 | 0.00 | 4.37 | 8.86 | 3.34 | 1.48 | 0.49 |
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 |
|---|---|---|---|---|
| BRLSX (MFS BLENDED RESEARCH GLOBAL EQUITY FUND R2) |
-0.72%
Mar 2017 – Mar 2020 |
6.72%
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 |
|---|---|---|---|---|
| BRLSX (MFS BLENDED RESEARCH GLOBAL EQUITY FUND R2) |
12.43%
Feb 2016 – Feb 2019 |
7.24%
Dec 2015 – Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart