Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMK (MFS InterMarket Income Trust I) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 12/31/2015, Common starting date is 01/11/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMK (MFS InterMarket Income Trust I) | 01/11/1990 | 09/09/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | 7.77 | 8.34 | -3.02 | 13.20 | 3.47 | 9.70 | 26.72 | -6.99 | 3.86 | 11.17 | -3.32 | 12.73 | 15.84 | 9.24 | 10.18 | 15.36 | -7.78 | 18.42 | 29.36 | 23.68 | 34.75 | 4.44 | 45.16 | 36.76 | 70.00 | 37.93 |
| Sharpe Ratio | NA | 1.52 | 0.54 | 0.70 | 0.36 | NA | NA | … | … | 1.96 | 1.67 | -0.37 | 1.27 | 0.36 | 0.93 | 1.51 | -0.21 | 0.08 | 0.88 | -0.44 | 0.89 | 1.12 | 0.42 | 0.39 | 0.57 | -0.64 | 0.96 | -1.88 | 1.15 | 1.58 | 0.06 | 2.63 | 1.74 | 2.85 | 1.10 |
| Standard Deviation(%) | NA | 5.79 | 7.87 | 8.44 | 15.35 | NA | NA | … | … | 5.86 | 4.99 | 8.33 | 10.41 | 9.66 | 10.36 | 17.69 | 37.58 | 10.14 | 8.98 | 12.38 | 13.24 | 13.51 | 19.17 | 20.45 | 20.03 | 17.24 | 15.68 | 13.68 | 17.43 | 19.62 | 23.67 | 16.28 | 19.52 | 23.15 | 30.82 |
| Draw Down(%) | NA | 3.42 | 11.47 | 11.47 | 32.14 | NA | NA | … | … | 3.42 | 2.85 | 10.26 | 8.63 | 5.68 | 7.71 | 8.54 | 32.14 | 9.51 | 5.08 | 8.87 | 14.49 | 9.13 | 12.23 | 16.10 | 15.55 | 13.44 | 11.90 | 5.37 | 7.01 | 6.47 | 16.44 | 4.48 | 6.25 | 4.08 | 10.81 |
| Yield(%) | 0.00 | 5.85 | 5.28 | 5.63 | 6.14 | 6.72 | 9.90 | … | … | 4.04 | 5.35 | 4.72 | 6.48 | 5.80 | 6.38 | 6.71 | 9.45 | 7.69 | 7.15 | 8.08 | 8.31 | 8.41 | 8.53 | 8.93 | 11.06 | 9.24 | 9.55 | 14.11 | 13.04 | 15.34 | 14.70 | 20.33 | 21.71 | 30.90 | 30.99 |
Data as of 12/31/2015, Common starting date is 01/11/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMK (MFS InterMarket Income Trust I) |
-2.59%
Nov 2005 – Nov 2008 |
-0.30%
Nov 2003 – Nov 2008 |
4.09%
Nov 1998 – Nov 2008 |
6.95%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMK (MFS InterMarket Income Trust I) |
55.59%
Apr 1990 – Apr 1993 |
41.01%
Sep 1990 – Sep 1995 |
28.21%
Sep 1990 – Sep 2000 |
22.18%
Feb 1990 – Feb 2005 |
Annualized Rolling Returns Comparison Chart