Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLMUX (MFS GLOBAL MULTI-ASSET FUND R4) | NA | 5.43% | 1.60% | 2.29% | 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 |
|---|---|---|
| GLMUX (MFS GLOBAL MULTI-ASSET FUND R4) | 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 | 5.43 | 1.60 | 2.29 | NA | NA | NA | … | … | -0.87 | 10.18 | 6.88 | -6.68 | 1.20 | 2.11 | 8.92 | -8.54 |
| Sharpe Ratio | NA | 0.96 | 0.18 | 0.32 | NA | NA | NA | … | … | -0.60 | 2.63 | 0.94 | -0.84 | 0.21 | 0.29 | 1.00 | -0.68 |
| Standard Deviation(%) | NA | 4.82 | 6.60 | 6.56 | NA | NA | NA | … | … | 7.31 | 3.65 | 7.10 | 8.00 | 5.74 | 7.16 | 8.93 | 16.39 |
| Draw Down(%) | NA | 4.75 | 15.76 | 15.76 | NA | NA | NA | … | … | 4.75 | 2.05 | 4.86 | 12.13 | 5.75 | 7.55 | 9.22 | 15.55 |
| Yield(%) | 0.00 | 2.18 | 2.63 | 2.80 | 1.59 | 1.06 | 0.79 | … | … | 0.78 | 1.40 | 1.94 | 4.35 | 5.70 | 0.37 | 0.60 | 1.60 |
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 |
|---|---|---|---|---|
| GLMUX (MFS GLOBAL MULTI-ASSET FUND R4) |
-2.30%
Jan 2013 – Jan 2016 |
-0.80%
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 |
|---|---|---|---|---|
| GLMUX (MFS GLOBAL MULTI-ASSET FUND R4) |
6.07%
May 2012 – May 2015 |
4.08%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart