Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRFDX (MFS EQUITY OPPORTUNITIES FUND R1) | NA | 5.49% | 4.86% | 5.72% | 10.81% | NA | NA | … | … |
Data as of 01/31/2020, Common starting date is 05/06/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRFDX (MFS EQUITY OPPORTUNITIES FUND R1) | 05/06/2008 | 01/31/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.49 | 4.86 | 5.72 | 10.81 | NA | NA | … | … | 0.00 | 16.44 | -14.33 | 17.16 | 9.93 | 0.70 | 4.77 | 40.12 | 17.94 | -3.07 | 24.34 | 15.13 | -38.70 |
| Sharpe Ratio | NA | 0.38 | 0.30 | 0.39 | 0.66 | NA | NA | … | … | 0.00 | 1.26 | -0.99 | 1.82 | 0.70 | 0.04 | 0.36 | 3.16 | 1.18 | -0.12 | 1.16 | 0.62 | -1.19 |
| Standard Deviation(%) | NA | 10.92 | 12.52 | 13.33 | 16.08 | NA | NA | … | … | NA | 11.93 | 15.83 | 9.10 | 13.83 | 15.69 | 13.03 | 12.69 | 15.31 | 26.47 | 20.86 | 24.13 | 44.65 |
| Draw Down(%) | NA | 6.62 | 23.49 | 23.49 | 23.49 | NA | NA | … | … | 0.00 | 6.62 | 23.49 | 3.81 | 11.95 | 12.42 | 10.92 | 5.92 | 12.60 | 22.86 | 17.46 | 23.14 | 50.60 |
| Yield(%) | 0.00 | 0.94 | 9.18 | 6.45 | 6.90 | 3.14 | 2.36 | … | … | 0.00 | 1.04 | 15.97 | 9.84 | 0.99 | 0.00 | 0.00 | 0.00 | 0.62 | 0.56 | 0.25 | 0.00 | 0.00 |
Data as of 01/31/2020, Common starting date is 05/06/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRFDX (MFS EQUITY OPPORTUNITIES FUND R1) |
-2.99%
Aug 2008 – Aug 2011 |
3.08%
Dec 2013 – Dec 2018 |
6.64%
Jun 2008 – Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRFDX (MFS EQUITY OPPORTUNITIES FUND R1) |
22.24%
Sep 2011 – Sep 2014 |
22.32%
Feb 2009 – Feb 2014 |
13.25%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart