Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MFV (MFS Special Value Trust) | NA | 8.91% | -4.69% | 3.45% | 3.95% | 9.97% | 5.06% | 3.37% |
Data as of 04/26/2024, AR inception is 11/17/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFV (MFS Special Value Trust) | 11/17/1989 | 04/26/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.91 | -4.69 | 3.45 | 3.95 | 9.97 | 5.06 | 3.37 | 8.65 | 6.69 | -32.98 | 29.54 | -1.99 | 42.90 | -7.48 | 17.09 | 16.93 | -18.83 | 12.14 | 13.34 | 18.16 | -4.01 | 15.05 | 101.61 | -41.94 | -20.06 | 21.99 | -14.48 | 21.18 | 55.14 | -23.63 | -12.88 | 6.77 | -9.23 | -17.72 | 12.86 | 6.06 | 22.22 | -18.80 | 12.71 | -0.84 | 36.78 | -25.00 | -3.33 |
| Sharpe Ratio | NA | 0.43 | -0.35 | 0.06 | 0.11 | NA | NA | 0.06 | 2.36 | 0.17 | -1.29 | 1.55 | -0.04 | 2.38 | -0.47 | 1.13 | 1.37 | -1.32 | 0.84 | 0.94 | 1.10 | -0.19 | 0.49 | 2.93 | -0.75 | -0.87 | 1.01 | -0.95 | 0.96 | 2.78 | -0.99 | -0.29 | 0.10 | -0.65 | -0.88 | 0.56 | 0.19 | 1.55 | -1.31 | 0.60 | -0.19 | 1.67 | -1.24 | -2.66 |
| Standard Deviation(%) | NA | 11.96 | 19.98 | 31.51 | 24.64 | NA | NA | 25.32 | 10.90 | 14.73 | 26.77 | 19.08 | 57.83 | 17.42 | 18.61 | 14.63 | 12.20 | 14.33 | 14.39 | 14.15 | 16.62 | 21.06 | 30.34 | 34.61 | 57.04 | 26.58 | 18.60 | 17.60 | 21.12 | 19.56 | 25.05 | 53.30 | 25.66 | 19.02 | 23.90 | 16.55 | 13.07 | 11.87 | 16.61 | 17.72 | 16.67 | 19.73 | 24.28 | 11.91 |
| Draw Down(%) | NA | 9.17 | 39.27 | 53.25 | 53.25 | NA | NA | 67.81 | 1.95 | 13.27 | 39.27 | 7.95 | 53.25 | 6.96 | 24.99 | 12.56 | 9.84 | 26.89 | 11.31 | 9.51 | 16.04 | 21.77 | 16.92 | 22.95 | 57.14 | 30.46 | 6.46 | 19.80 | 15.15 | 10.82 | 35.29 | 39.26 | 15.32 | 20.00 | 24.32 | 10.54 | 6.67 | 4.00 | 26.57 | 10.74 | 16.54 | 5.61 | 32.48 | 4.13 |
| Yield(%) | 0.00 | 5.75 | 6.43 | 8.17 | 7.06 | 13.45 | 5.98 | 3.62 | 0.78 | 8.61 | 6.98 | 9.54 | 8.10 | 10.88 | 9.66 | 10.69 | 11.00 | 8.85 | 9.76 | 9.97 | 10.48 | 9.58 | 9.83 | 13.85 | 9.59 | 9.13 | 10.07 | 7.86 | 9.30 | 11.59 | 7.62 | 10.79 | 11.23 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/26/2024, AR inception is 11/17/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFV (MFS Special Value Trust) |
-20.44%
Nov 2005 - Nov 2008 |
-13.59%
Sep 1997 - Sep 2002 |
-6.09%
Nov 1998 - Nov 2008 |
-3.92%
Nov 1993 - Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFV (MFS Special Value Trust) |
34.85%
Mar 2009 - Mar 2012 |
25.63%
Mar 2009 - Mar 2014 |
14.47%
Nov 2008 - Nov 2018 |
10.97%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart