Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MRNTX (MFS ABSOLUTE RETURN FUND R3) | NA | 1.26% | 0.61% | 0.15% | 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 |
|---|---|---|
| MRNTX (MFS ABSOLUTE RETURN FUND R3) | 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 | 1.26 | 0.61 | 0.15 | NA | NA | NA | … | … | 0.13 | 2.93 | 3.26 | -3.07 | -1.99 | -0.53 | 2.38 | -1.99 |
| Sharpe Ratio | NA | 0.25 | 0.09 | -0.03 | NA | NA | NA | … | … | -0.33 | 1.15 | 1.01 | -1.01 | -1.08 | -0.35 | 1.28 | -1.00 |
| Standard Deviation(%) | NA | 1.86 | 2.66 | 2.39 | NA | NA | NA | … | … | 1.80 | 2.01 | 3.01 | 3.07 | 1.86 | 1.59 | 1.83 | 2.70 |
| Draw Down(%) | NA | 1.73 | 5.56 | 5.97 | NA | NA | NA | … | … | 0.65 | 1.71 | 3.95 | 5.24 | 2.69 | 1.88 | 2.10 | 3.31 |
| Yield(%) | 0.00 | 1.16 | 0.78 | 0.68 | 0.58 | 0.39 | 0.29 | … | … | 0.34 | 0.99 | 0.62 | 0.55 | 0.50 | 0.80 | 1.43 | 0.82 |
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 |
|---|---|---|---|---|
| MRNTX (MFS ABSOLUTE RETURN FUND R3) |
-1.92%
Jan 2013 – Jan 2016 |
-0.86%
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 |
|---|---|---|---|---|
| MRNTX (MFS ABSOLUTE RETURN FUND R3) |
1.00%
Dec 2014 – Dec 2017 |
0.77%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart