Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MCRRX (MFS Core Growth R2) | NA | 0.49% | 5.72% | -0.10% | NA | NA | NA | 3.06% |
Data as of 10/20/2011, AR inception is 11/03/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCRRX (MFS Core Growth R2) | 11/03/2003 | 10/20/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.49 | 5.72 | -0.10 | NA | NA | NA | 3.06 | -5.41 | 12.71 | 23.75 | -36.59 | 14.58 | 9.08 | 6.02 | 9.89 | 1.35 |
| Sharpe Ratio | NA | 0.02 | 0.23 | -0.05 | NA | NA | NA | 0.07 | -0.33 | 0.72 | 1.02 | -1.07 | 0.76 | 0.52 | 0.39 | 0.72 | 0.63 |
| Standard Deviation(%) | NA | 19.46 | 24.19 | 23.46 | NA | NA | NA | 19.67 | 20.55 | 17.62 | 23.30 | 35.09 | 15.20 | 11.13 | 9.81 | 12.36 | 13.05 |
| Draw Down(%) | NA | 17.29 | 26.27 | 49.14 | NA | NA | NA | 49.14 | 17.29 | 15.60 | 20.38 | 43.47 | 8.54 | 9.38 | 7.05 | 10.73 | 3.85 |
| Yield(%) | 0.00 | 0.00 | 0.02 | 2.44 | 1.51 | 1.01 | 0.76 | 2.16 | 0.00 | 0.00 | 0.08 | 5.33 | 4.26 | 1.94 | 0.00 | 0.00 | 0.00 |
Data as of 10/20/2011, AR inception is 11/03/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCRRX (MFS Core Growth R2) |
-12.24%
Feb 2006 - Feb 2009 |
-4.71%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCRRX (MFS Core Growth R2) |
13.78%
Oct 2004 - Oct 2007 |
3.48%
May 2006 - May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart