Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLMBX (MFS GLOBAL MULTI-ASSET FUND B) | NA | 4.48% | 0.63% | 1.31% | NA | NA | NA | … | … |
Data as of 04/06/2018, Common starting date is 03/31/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLMBX (MFS GLOBAL MULTI-ASSET FUND B) | 03/31/2011 | 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 | 4.48 | 0.63 | 1.31 | NA | NA | NA | … | … | -1.10 | 9.23 | 5.75 | -7.65 | 0.25 | 1.03 | 8.03 | -9.20 |
| Sharpe Ratio | NA | 0.75 | 0.04 | 0.17 | NA | NA | NA | … | … | -0.71 | 2.30 | 0.77 | -0.96 | 0.04 | 0.14 | 0.90 | -0.73 |
| Standard Deviation(%) | NA | 4.88 | 6.64 | 6.56 | NA | NA | NA | … | … | 7.33 | 3.76 | 7.18 | 7.96 | 5.68 | 7.10 | 8.90 | 16.39 |
| Draw Down(%) | NA | 4.86 | 16.41 | 16.48 | NA | NA | NA | … | … | 4.86 | 2.14 | 5.04 | 12.69 | 6.01 | 7.75 | 9.47 | 15.79 |
| Yield(%) | 0.00 | 1.44 | 2.43 | 2.41 | 1.32 | 0.88 | 0.66 | … | … | 0.52 | 0.92 | 2.00 | 4.43 | 4.80 | 0.00 | 0.36 | 1.24 |
Data as of 04/06/2018, Common starting date is 03/31/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLMBX (MFS GLOBAL MULTI-ASSET FUND B) |
-3.25%
Jan 2013 – Jan 2016 |
-1.75%
Apr 2011 – Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLMBX (MFS GLOBAL MULTI-ASSET FUND B) |
5.04%
May 2012 – May 2015 |
3.07%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart