Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRSWX (MFS Blended Research Small Cap Equity Fu) | NA | 2.61% | 8.29% | 9.66% | NA | NA | NA | … | … |
Data as of 05/06/2022, Common starting date is 07/15/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRSWX (MFS Blended Research Small Cap Equity Fu) | 07/15/2016 | 05/06/2022 |
| 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 | 2.61 | 8.29 | 9.66 | NA | NA | NA | … | … | -3.85 | 12.50 | 1.00 | 24.89 | -6.42 | 12.59 | 9.15 |
| Sharpe Ratio | NA | 0.13 | 0.27 | 0.36 | NA | NA | NA | … | … | -0.55 | 0.50 | 0.02 | 1.50 | -0.44 | 0.98 | 1.41 |
| Standard Deviation(%) | NA | 19.10 | 29.09 | 24.59 | NA | NA | NA | … | … | 20.05 | 24.76 | 42.69 | 15.66 | 17.66 | 12.26 | 14.41 |
| Draw Down(%) | NA | 14.63 | 45.33 | 45.33 | NA | NA | NA | … | … | 11.89 | 20.21 | 45.33 | 12.07 | 25.09 | 6.07 | 8.73 |
| Yield(%) | 0.00 | 12.45 | 5.48 | 5.49 | 3.12 | 2.08 | 1.56 | … | … | 0.00 | 15.14 | 0.00 | 1.51 | 5.01 | 3.31 | 0.39 |
Data as of 05/06/2022, 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 |
|---|---|---|---|---|
| BRSWX (MFS Blended Research Small Cap Equity Fu) |
-5.00%
Mar 2017 – Mar 2020 |
9.48%
Feb 2017 – Feb 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRSWX (MFS Blended Research Small Cap Equity Fu) |
17.39%
Dec 2018 – Dec 2021 |
13.51%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart