Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EAMTX (MASSACHUSETTS INVESTORS TRUST 529A) | NA | -11.70% | 8.34% | 10.26% | 12.15% | 8.63% | NA | … | … |
Data as of 07/27/2022, Common starting date is 08/30/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EAMTX (MASSACHUSETTS INVESTORS TRUST 529A) | 08/30/2002 | 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 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.70 | 8.34 | 10.26 | 12.15 | 8.63 | NA | … | … | -16.65 | 26.81 | 14.07 | 31.84 | -5.37 | 23.47 | 8.76 | 0.19 | 10.96 | 31.86 | 19.11 | -1.87 | 11.22 | 27.62 | -32.87 | 10.27 | 12.88 | 7.08 | 10.87 | 21.13 | -5.11 |
| Sharpe Ratio | NA | -0.76 | 0.35 | 0.49 | 0.72 | NA | NA | … | … | -1.53 | 2.22 | 0.41 | 2.46 | -0.41 | 3.35 | 0.62 | 0.01 | 0.95 | 2.83 | 1.46 | -0.08 | 0.64 | 1.05 | -0.86 | 0.46 | 0.96 | 0.47 | 0.91 | 1.28 | -0.59 |
| Standard Deviation(%) | NA | 15.86 | 22.56 | 19.44 | 16.34 | NA | NA | … | … | 18.51 | 12.05 | 33.23 | 12.34 | 16.42 | 6.84 | 13.76 | 15.65 | 11.55 | 11.25 | 13.17 | 24.26 | 17.51 | 26.14 | 39.21 | 15.48 | 9.94 | 10.16 | 10.88 | 15.91 | 26.37 |
| Draw Down(%) | NA | 17.15 | 33.44 | 33.44 | 33.44 | NA | NA | … | … | 16.94 | 5.09 | 33.44 | 6.05 | 18.42 | 2.63 | 10.94 | 11.16 | 8.27 | 5.67 | 10.92 | 20.31 | 15.94 | 24.79 | 43.61 | 8.43 | 8.55 | 6.95 | 8.60 | 13.53 | 13.92 |
| Yield(%) | 0.00 | 7.69 | 7.51 | 8.63 | 9.84 | 7.13 | 8.60 | … | … | 0.00 | 10.51 | 4.84 | 9.50 | 11.67 | 8.46 | 6.52 | 5.80 | 7.14 | 2.67 | 4.10 | 0.94 | 0.67 | 1.55 | 2.14 | 8.30 | 0.69 | 0.17 | 0.57 | 0.50 | 0.00 |
Data as of 07/27/2022, Common starting date is 08/30/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAMTX (MASSACHUSETTS INVESTORS TRUST 529A) |
-11.87%
Feb 2006 – Feb 2009 |
-3.95%
Feb 2004 – Feb 2009 |
6.34%
Nov 2002 – Nov 2012 |
7.46%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAMTX (MASSACHUSETTS INVESTORS TRUST 529A) |
24.01%
Dec 2018 – Dec 2021 |
21.34%
Feb 2009 – Feb 2014 |
15.77%
Sep 2011 – Sep 2021 |
10.69%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart