Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLMIX (MFS GLOBAL MULTI-ASSET FUND I) | NA | 5.54% | 1.63% | 2.31% | 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 |
|---|---|---|
| GLMIX (MFS GLOBAL MULTI-ASSET FUND I) | 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 | 5.54 | 1.63 | 2.31 | NA | NA | NA | … | … | -0.87 | 10.29 | 6.88 | -6.68 | 1.10 | 2.10 | 9.03 | -9.26 |
| Sharpe Ratio | NA | 0.96 | 0.19 | 0.32 | NA | NA | NA | … | … | -0.60 | 2.54 | 0.93 | -0.84 | 0.19 | 0.29 | 1.01 | -0.75 |
| Standard Deviation(%) | NA | 4.92 | 6.66 | 6.59 | NA | NA | NA | … | … | 7.30 | 3.83 | 7.14 | 8.01 | 5.76 | 7.12 | 8.92 | 16.60 |
| Draw Down(%) | NA | 4.84 | 15.76 | 15.76 | NA | NA | NA | … | … | 4.84 | 2.05 | 4.86 | 12.13 | 5.75 | 7.55 | 9.22 | 15.55 |
| Yield(%) | 0.00 | 2.18 | 2.63 | 2.80 | 1.57 | 1.05 | 0.79 | … | … | 0.78 | 1.40 | 1.94 | 4.35 | 5.70 | 0.36 | 0.60 | 1.59 |
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 |
|---|---|---|---|---|
| GLMIX (MFS GLOBAL MULTI-ASSET FUND I) |
-2.31%
Jan 2013 – Jan 2016 |
-0.63%
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 |
|---|---|---|---|---|
| GLMIX (MFS GLOBAL MULTI-ASSET FUND I) |
6.07%
May 2012 – May 2015 |
4.10%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart