Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLMRX (MFS GLOBAL MULTI-ASSET FUND R1) | NA | 4.37% | 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 |
|---|---|---|
| GLMRX (MFS GLOBAL MULTI-ASSET FUND R1) | 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 | 4.37 | 0.63 | 1.31 | NA | NA | NA | … | … | -1.14 | 9.14 | 5.85 | -7.63 | 0.13 | 1.13 | 7.88 | -9.01 |
| Sharpe Ratio | NA | 0.74 | 0.04 | 0.17 | NA | NA | NA | … | … | -0.73 | 2.32 | 0.79 | -0.97 | 0.02 | 0.15 | 0.87 | -0.72 |
| Standard Deviation(%) | NA | 4.84 | 6.60 | 6.55 | NA | NA | NA | … | … | 7.37 | 3.68 | 7.14 | 7.91 | 5.76 | 7.13 | 9.03 | 16.31 |
| Draw Down(%) | NA | 4.75 | 16.46 | 16.53 | NA | NA | NA | … | … | 4.75 | 2.02 | 5.03 | 12.65 | 5.98 | 7.74 | 9.35 | 15.70 |
| Yield(%) | 0.00 | 1.56 | 2.46 | 2.43 | 1.32 | 0.88 | 0.66 | … | … | 0.58 | 0.97 | 1.99 | 4.41 | 4.77 | 0.00 | 0.35 | 1.12 |
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 |
|---|---|---|---|---|
| GLMRX (MFS GLOBAL MULTI-ASSET FUND R1) |
-3.24%
Jan 2013 – Jan 2016 |
-1.72%
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 |
|---|---|---|---|---|
| GLMRX (MFS GLOBAL MULTI-ASSET FUND R1) |
5.06%
May 2012 – May 2015 |
3.08%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart