Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRNIX (MFS ABSOLUTE RETURN FUND I) | NA | 1.53% | 0.83% | 0.41% | NA | NA | NA | … | … |
Data as of 04/06/2018, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRNIX (MFS ABSOLUTE RETURN FUND I) | 04/07/2011 | 04/06/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.53 | 0.83 | 0.41 | NA | NA | NA | … | … | 0.08 | 3.30 | 3.38 | -2.70 | -1.85 | -0.18 | 2.70 | -1.87 |
| Sharpe Ratio | NA | 0.38 | 0.17 | 0.07 | NA | NA | NA | … | … | -0.41 | 1.36 | 1.08 | -0.89 | -1.01 | -0.13 | 1.45 | -0.95 |
| Standard Deviation(%) | NA | 1.89 | 2.61 | 2.37 | NA | NA | NA | … | … | 1.85 | 1.96 | 2.92 | 3.08 | 1.84 | 1.66 | 1.83 | 2.68 |
| Draw Down(%) | NA | 1.72 | 5.23 | 5.39 | NA | NA | NA | … | … | 0.72 | 1.72 | 3.90 | 4.96 | 2.59 | 1.87 | 2.06 | 3.18 |
| Yield(%) | 0.00 | 1.42 | 1.03 | 0.92 | 0.74 | 0.49 | 0.37 | … | … | 0.40 | 1.26 | 0.86 | 0.81 | 0.74 | 1.04 | 1.63 | 0.94 |
Data as of 04/06/2018, Common starting date is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRNIX (MFS ABSOLUTE RETURN FUND I) |
-1.63%
Jan 2013 – Jan 2016 |
-0.58%
May 2011 – May 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRNIX (MFS ABSOLUTE RETURN FUND I) |
1.29%
Dec 2014 – Dec 2017 |
1.06%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart