Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLMAX (MFS GLOBAL MULTI-ASSET FUND A) | NA | 5.26% | 1.40% | 2.09% | NA | NA | NA | … | … |
Data as of 04/06/2018, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLMAX (MFS GLOBAL MULTI-ASSET FUND A) | 04/07/2011 | 04/06/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.26 | 1.40 | 2.09 | NA | NA | NA | … | … | -0.84 | 10.01 | 6.57 | -6.91 | 0.98 | 1.80 | 8.76 | -9.45 |
| Sharpe Ratio | NA | 0.92 | 0.16 | 0.29 | NA | NA | NA | … | … | -0.58 | 2.51 | 0.90 | -0.88 | 0.17 | 0.25 | 0.98 | -0.77 |
| Standard Deviation(%) | NA | 4.86 | 6.57 | 6.52 | NA | NA | NA | … | … | 7.34 | 3.75 | 7.06 | 7.87 | 5.72 | 7.13 | 8.96 | 16.53 |
| Draw Down(%) | NA | 4.79 | 15.93 | 15.93 | NA | NA | NA | … | … | 4.79 | 2.07 | 4.90 | 12.28 | 5.83 | 7.68 | 9.27 | 15.68 |
| Yield(%) | 0.00 | 1.98 | 2.57 | 2.69 | 1.50 | 1.00 | 0.75 | … | … | 0.72 | 1.26 | 1.95 | 4.36 | 5.49 | 0.16 | 0.54 | 1.50 |
Data as of 04/06/2018, Common starting date is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLMAX (MFS GLOBAL MULTI-ASSET FUND A) |
-2.53%
Jan 2013 – Jan 2016 |
-0.87%
May 2011 – May 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLMAX (MFS GLOBAL MULTI-ASSET FUND A) |
5.86%
May 2012 – May 2015 |
3.86%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart