Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MAIQX (MFS Research Int’l Fd FDPSrs IncCl I) | NA | 4.41% | 4.57% | 1.68% | 4.04% | NA | NA | … | … |
Data as of 03/05/2020, Common starting date is 10/11/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAIQX (MFS Research Int’l Fd FDPSrs IncCl I) | 10/11/2005 | 03/05/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.41 | 4.57 | 1.68 | 4.04 | NA | NA | … | … | 0.00 | 19.47 | -21.99 | 28.54 | -1.29 | -2.17 | -7.28 | 18.82 | 16.57 | -11.07 | 10.73 | 28.50 | -43.19 | 3.95 | 21.10 | 6.12 |
| Sharpe Ratio | NA | 0.32 | 0.27 | 0.07 | 0.23 | NA | NA | … | … | 0.00 | 1.60 | -1.45 | 3.76 | -0.08 | -0.14 | -0.67 | 1.50 | 1.03 | -0.42 | 0.52 | 0.96 | -1.00 | 0.05 | 1.20 | 2.65 |
| Standard Deviation(%) | NA | 9.67 | 12.05 | 13.92 | 16.07 | NA | NA | … | … | NA | 11.25 | 16.07 | 7.46 | 17.82 | 15.27 | 10.86 | 12.54 | 16.24 | 26.42 | 20.41 | 29.47 | 44.07 | 18.73 | 14.92 | 10.58 |
| Draw Down(%) | NA | 6.20 | 30.20 | 30.20 | 30.20 | NA | NA | … | … | 0.00 | 6.20 | 30.20 | 2.43 | 13.61 | 17.35 | 12.65 | 9.22 | 15.45 | 24.37 | 17.91 | 28.99 | 55.89 | 15.55 | 16.74 | 4.21 |
| Yield(%) | 0.00 | 1.38 | 2.19 | 1.71 | 2.02 | 1.29 | 0.97 | … | … | 0.00 | 1.58 | 2.93 | 1.59 | 1.44 | 1.25 | 2.05 | 1.59 | 1.81 | 1.51 | 1.50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/05/2020, Common starting date is 10/11/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAIQX (MFS Research Int'l Fd FDPSrs IncCl I) |
-19.49%
Feb 2006 – Feb 2009 |
-7.82%
May 2007 – May 2012 |
-0.76%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAIQX (MFS Research Int'l Fd FDPSrs IncCl I) |
21.21%
Feb 2009 – Feb 2012 |
17.35%
Feb 2009 – Feb 2014 |
8.64%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart