Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MITHX (MASSACHUSETTS INVESTORS TRUST R3) | 2.66% | -6.06% | 3.15% | 3.80% | 6.40% | 9.39% | 7.52% | 7.60% |
Data as of 06/23/2025, AR inception is 04/08/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MITHX (MASSACHUSETTS INVESTORS TRUST R3) | 04/08/2005 | 06/23/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.28 | -6.06 | 3.15 | 3.80 | 6.40 | 9.39 | 7.52 | 7.60 | 2.66 | 4.73 | 8.03 | -22.60 | 17.06 | 9.97 | 31.85 | -5.32 | 23.50 | 8.73 | 0.17 | 11.13 | 31.86 | 19.19 | -1.81 | 11.51 | 27.86 | -32.70 | 10.51 | 13.17 | 8.29 |
| Sharpe Ratio | NA | -0.49 | 0.04 | 0.10 | 0.27 | NA | NA | 0.33 | 0.03 | -0.11 | 0.26 | -1.03 | 1.17 | 0.29 | 2.48 | -0.40 | 3.36 | 0.62 | 0.01 | 0.96 | 2.84 | 1.46 | -0.07 | 0.65 | 1.08 | -0.86 | 0.49 | 1.00 | 0.89 |
| Standard Deviation(%) | NA | 21.32 | 18.41 | 18.03 | 18.50 | NA | NA | 19.21 | 21.44 | 17.11 | 14.85 | 23.32 | 14.58 | 33.27 | 12.27 | 16.44 | 6.84 | 13.75 | 15.66 | 11.62 | 11.21 | 13.18 | 24.58 | 17.46 | 25.71 | 39.16 | 15.53 | 9.98 | 10.31 |
| Draw Down(%) | NA | 25.60 | 25.60 | 29.99 | 33.45 | NA | NA | 49.41 | 16.09 | 15.31 | 10.76 | 24.74 | 10.72 | 33.45 | 6.03 | 18.42 | 2.66 | 11.03 | 11.19 | 8.31 | 5.69 | 10.89 | 20.31 | 15.88 | 24.68 | 43.54 | 8.47 | 8.56 | 4.59 |
| Yield(%) | 0.00 | 0.46 | 0.78 | 0.84 | 4.40 | 6.71 | 5.64 | 5.73 | 0.00 | 0.53 | 0.93 | 0.77 | 0.79 | 0.77 | 9.35 | 11.49 | 8.34 | 6.43 | 5.72 | 7.05 | 2.65 | 4.11 | 1.03 | 0.94 | 1.82 | 2.29 | 8.49 | 1.05 | 0.00 |
Data as of 06/23/2025, AR inception is 04/08/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MITHX (MASSACHUSETTS INVESTORS TRUST R3) |
-11.65%
Feb 2006 - Feb 2009 |
0.31%
May 2007 - May 2012 |
6.01%
Apr 2015 - Apr 2025 |
6.72%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MITHX (MASSACHUSETTS INVESTORS TRUST R3) |
22.29%
Feb 2009 - Feb 2012 |
21.45%
Feb 2009 - Feb 2014 |
15.25%
Feb 2009 - Feb 2019 |
12.16%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart