Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SRFEX (MFS EQUITY OPPORTUNITIES FUND R2) | NA | 5.86% | 5.31% | 6.20% | 11.35% | NA | NA | … | … |
Data as of 01/31/2020, Common starting date is 05/06/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SRFEX (MFS EQUITY OPPORTUNITIES FUND R2) | 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 | 5.86 | 5.31 | 6.20 | 11.35 | NA | NA | … | … | 0.00 | 16.91 | -13.98 | 17.78 | 10.48 | 1.19 | 5.32 | 40.85 | 18.52 | -2.59 | 25.02 | 15.75 | -38.54 |
| Sharpe Ratio | NA | 0.41 | 0.33 | 0.43 | 0.69 | NA | NA | … | … | 0.00 | 1.30 | -0.97 | 1.89 | 0.74 | 0.07 | 0.41 | 3.20 | 1.22 | -0.10 | 1.20 | 0.65 | -1.19 |
| Standard Deviation(%) | NA | 10.92 | 12.53 | 13.35 | 16.10 | NA | NA | … | … | NA | 11.95 | 15.84 | 9.10 | 13.82 | 15.72 | 13.02 | 12.74 | 15.31 | 26.51 | 20.86 | 24.15 | 44.67 |
| Draw Down(%) | NA | 6.60 | 23.18 | 23.18 | 23.18 | NA | NA | … | … | 0.00 | 6.60 | 23.18 | 3.77 | 11.88 | 12.40 | 10.79 | 5.96 | 12.55 | 22.74 | 17.38 | 23.06 | 50.44 |
| Yield(%) | 0.00 | 1.24 | 9.36 | 6.70 | 7.49 | 3.44 | 2.58 | … | … | 0.00 | 1.37 | 16.31 | 9.66 | 1.39 | 0.00 | 0.40 | 0.04 | 1.17 | 1.05 | 0.76 | 0.21 | 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 |
|---|---|---|---|---|
| SRFEX (MFS EQUITY OPPORTUNITIES FUND R2) |
-2.50%
Aug 2008 – Aug 2011 |
3.59%
Dec 2013 – Dec 2018 |
7.18%
Jun 2008 – Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SRFEX (MFS EQUITY OPPORTUNITIES FUND R2) |
22.85%
Sep 2011 – Sep 2014 |
22.95%
Feb 2009 – Feb 2014 |
13.82%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart