Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRLUX (MFS BLENDED RESEARCH GLOBAL EQUITY FUND R4) | NA | -3.24% | 1.91% | 8.87% | 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 |
|---|---|---|
| BRLUX (MFS BLENDED RESEARCH GLOBAL EQUITY FUND R4) | 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 | -3.24 | 1.91 | 8.87 | NA | NA | NA | … | … | 0.00 | -3.08 | 25.55 | -10.76 | 24.95 | 7.00 | -0.34 |
| Sharpe Ratio | NA | -0.11 | 0.04 | 0.45 | NA | NA | NA | … | … | 0.00 | -0.11 | 2.07 | -0.83 | 3.67 | 0.44 | -0.08 |
| Standard Deviation(%) | NA | 31.14 | 20.99 | 17.84 | NA | NA | NA | … | … | NA | 31.15 | 11.66 | 14.64 | 6.65 | 15.28 | 14.73 |
| Draw Down(%) | NA | 35.74 | 35.74 | 35.74 | NA | NA | NA | … | … | 0.00 | 35.74 | 7.36 | 20.72 | 2.19 | 13.42 | 6.50 |
| Yield(%) | 0.00 | 0.00 | 4.34 | 4.86 | 2.35 | 1.57 | 1.17 | … | … | 0.00 | 0.00 | 4.94 | 9.35 | 3.89 | 1.99 | 0.64 |
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 |
|---|---|---|---|---|
| BRLUX (MFS BLENDED RESEARCH GLOBAL EQUITY FUND R4) |
-0.22%
Mar 2017 – Mar 2020 |
7.23%
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 |
|---|---|---|---|---|
| BRLUX (MFS BLENDED RESEARCH GLOBAL EQUITY FUND R4) |
12.97%
Feb 2016 – Feb 2019 |
7.74%
Dec 2015 – Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart