Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRSNX (MFS Blended Research Small Cap Equity Fu) | NA | -10.35% | 4.93% | 6.64% | NA | NA | NA | … | … |
Data as of 07/27/2022, Common starting date is 07/15/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRSNX (MFS Blended Research Small Cap Equity Fu) | 07/15/2016 | 07/27/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.35 | 4.93 | 6.64 | NA | NA | NA | … | … | -16.80 | 13.37 | 1.82 | 25.86 | -5.73 | 13.42 | 9.56 |
| Sharpe Ratio | NA | -0.51 | 0.15 | 0.24 | NA | NA | NA | … | … | -1.25 | 0.54 | 0.04 | 1.56 | -0.40 | 1.06 | 1.48 |
| Standard Deviation(%) | NA | 20.82 | 29.66 | 25.07 | NA | NA | NA | … | … | 22.67 | 24.56 | 42.69 | 15.63 | 17.66 | 12.17 | 14.41 |
| Draw Down(%) | NA | 21.84 | 45.21 | 45.21 | NA | NA | NA | … | … | 19.37 | 19.90 | 45.21 | 11.91 | 24.96 | 6.03 | 8.68 |
| Yield(%) | 0.00 | 12.21 | 5.82 | 5.58 | 3.30 | 2.20 | 1.65 | … | … | 0.00 | 14.77 | 0.41 | 1.90 | 5.26 | 3.51 | 0.67 |
Data as of 07/27/2022, Common starting date is 07/15/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRSNX (MFS Blended Research Small Cap Equity Fu) |
-4.26%
Mar 2017 – Mar 2020 |
7.06%
Jun 2017 – Jun 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRSNX (MFS Blended Research Small Cap Equity Fu) |
18.16%
Dec 2018 – Dec 2021 |
14.33%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart