Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCIQX (MFS Research Int’l Fd FDP Srs Inc Cl C) | NA | 3.91% | 3.73% | 0.77% | 3.06% | NA | NA | … | … |
Data as of 03/05/2020, Common starting date is 10/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCIQX (MFS Research Int’l Fd FDP Srs Inc Cl C) | 10/12/2005 | 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 | 3.91 | 3.73 | 0.77 | 3.06 | NA | NA | … | … | 0.00 | 18.71 | -22.79 | 27.30 | -2.33 | -3.18 | -8.16 | 17.60 | 15.43 | -11.92 | 9.54 | 28.64 | -43.54 | 3.82 | 20.83 | 6.77 |
| Sharpe Ratio | NA | 0.27 | 0.20 | 0.00 | 0.17 | NA | NA | … | … | 0.00 | 1.54 | -1.50 | 3.58 | -0.14 | -0.21 | -0.75 | 1.39 | 0.96 | -0.45 | 0.46 | 0.97 | -1.01 | 0.04 | 1.19 | 3.08 |
| Standard Deviation(%) | NA | 9.71 | 12.07 | 13.93 | 16.07 | NA | NA | … | … | NA | 11.26 | 16.11 | 7.47 | 17.85 | 15.28 | 10.92 | 12.61 | 16.11 | 26.30 | 20.46 | 29.41 | 43.90 | 18.69 | 14.85 | 10.51 |
| Draw Down(%) | NA | 6.28 | 30.90 | 30.90 | 30.90 | NA | NA | … | … | 0.00 | 6.28 | 30.90 | 2.55 | 13.73 | 17.59 | 13.02 | 9.37 | 15.60 | 24.75 | 18.16 | 29.14 | 55.92 | 15.40 | 16.81 | 3.38 |
| Yield(%) | 0.00 | 0.60 | 0.93 | 0.61 | 0.79 | 0.50 | 0.38 | … | … | 0.00 | 0.69 | 1.75 | 0.00 | 0.33 | 0.18 | 1.14 | 0.63 | 0.74 | 0.49 | 0.58 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/05/2020, Common starting date is 10/12/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCIQX (MFS Research Int'l Fd FDP Srs Inc Cl C) |
-19.77%
Feb 2006 – Feb 2009 |
-8.29%
May 2007 – May 2012 |
-1.52%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCIQX (MFS Research Int'l Fd FDP Srs Inc Cl C) |
20.46%
Feb 2009 – Feb 2012 |
16.45%
Feb 2009 – Feb 2014 |
7.67%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart