Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLMTX (MFS GLOBAL MULTI-ASSET FUND R3) | NA | 4.74% | 1.19% | 1.96% | 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 |
|---|---|---|
| GLMTX (MFS GLOBAL MULTI-ASSET FUND R3) | 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 | 4.74 | 1.19 | 1.96 | NA | NA | NA | … | … | -1.46 | 10.03 | 6.57 | -6.92 | 0.96 | 1.77 | 8.74 | -9.39 |
| Sharpe Ratio | NA | 0.81 | 0.12 | 0.27 | NA | NA | NA | … | … | -0.90 | 2.50 | 0.89 | -0.88 | 0.17 | 0.25 | 0.99 | -0.76 |
| Standard Deviation(%) | NA | 4.88 | 6.61 | 6.55 | NA | NA | NA | … | … | 7.27 | 3.78 | 7.13 | 7.94 | 5.74 | 7.08 | 8.88 | 16.62 |
| Draw Down(%) | NA | 4.80 | 15.86 | 15.86 | NA | NA | NA | … | … | 4.80 | 2.08 | 4.91 | 12.20 | 5.84 | 7.58 | 9.27 | 15.61 |
| Yield(%) | 0.00 | 1.24 | 2.34 | 2.57 | 1.44 | 0.96 | 0.72 | … | … | 0.00 | 1.28 | 1.95 | 4.37 | 5.47 | 0.33 | 0.53 | 1.46 |
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 |
|---|---|---|---|---|
| GLMTX (MFS GLOBAL MULTI-ASSET FUND R3) |
-2.55%
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 |
|---|---|---|---|---|
| GLMTX (MFS GLOBAL MULTI-ASSET FUND R3) |
5.84%
May 2012 – May 2015 |
3.84%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart