Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDIQX (MFS Research Int’l Fd FDP Srs Inc Cl A) | NA | 4.33% | 4.37% | 1.46% | 3.80% | NA | NA | … | … |
Data as of 03/05/2020, Common starting date is 10/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDIQX (MFS Research Int’l Fd FDP Srs Inc Cl A) | 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 | 4.33 | 4.37 | 1.46 | 3.80 | NA | NA | … | … | 0.00 | 19.34 | -22.21 | 28.33 | -1.56 | -2.50 | -7.43 | 18.40 | 16.40 | -11.31 | 10.49 | 28.48 | -43.29 | 3.96 | 21.05 | 6.85 |
| Sharpe Ratio | NA | 0.31 | 0.25 | 0.05 | 0.21 | NA | NA | … | … | 0.00 | 1.59 | -1.46 | 3.71 | -0.10 | -0.16 | -0.68 | 1.46 | 1.02 | -0.43 | 0.51 | 0.96 | -1.00 | 0.05 | 1.20 | 3.21 |
| Standard Deviation(%) | NA | 9.72 | 12.07 | 13.94 | 16.08 | NA | NA | … | … | NA | 11.26 | 16.10 | 7.49 | 17.87 | 15.32 | 10.92 | 12.58 | 16.15 | 26.39 | 20.45 | 29.45 | 43.90 | 18.75 | 14.89 | 10.23 |
| Draw Down(%) | NA | 6.24 | 30.40 | 30.40 | 30.40 | NA | NA | … | … | 0.00 | 6.24 | 30.40 | 2.44 | 13.61 | 17.36 | 12.76 | 9.26 | 15.43 | 24.47 | 17.98 | 28.98 | 55.90 | 15.47 | 16.78 | 3.38 |
| Yield(%) | 0.00 | 1.20 | 1.90 | 1.46 | 1.74 | 1.12 | 0.84 | … | … | 0.00 | 1.37 | 2.54 | 1.40 | 1.18 | 1.00 | 1.85 | 1.40 | 1.60 | 1.28 | 1.27 | 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 |
|---|---|---|---|---|
| MDIQX (MFS Research Int'l Fd FDP Srs Inc Cl A) |
-19.58%
Feb 2006 – Feb 2009 |
-7.93%
May 2007 – May 2012 |
-0.95%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDIQX (MFS Research Int'l Fd FDP Srs Inc Cl A) |
21.03%
Feb 2009 – Feb 2012 |
17.14%
Feb 2009 – Feb 2014 |
8.40%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart