Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XMFVX (MFS Special Value Trust) | NA | 3.39% | -0.13% | 2.91% | 1.14% | 1.95% | -0.65% | … | … |
Data as of 12/05/2024, Common starting date is 07/21/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XMFVX (MFS Special Value Trust) | 07/21/1999 | 12/05/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.39 | -0.13 | 2.91 | 1.14 | 1.95 | -0.65 | … | … | 0.49 | 7.19 | -9.30 | 9.59 | 5.67 | 19.46 | -9.03 | 1.11 | 4.01 | -12.96 | 3.72 | 13.69 | 4.24 | -9.20 | 5.66 | 42.95 | -43.16 | -12.49 | -0.10 | -7.71 | 2.74 | 29.82 | -12.15 | -15.62 | -23.69 | -14.17 |
| Sharpe Ratio | NA | -0.97 | -0.48 | 0.04 | -0.05 | NA | NA | … | … | -2.08 | 0.42 | -0.91 | 1.71 | 0.30 | 3.06 | -1.52 | 0.11 | 0.50 | -1.81 | 0.76 | 3.05 | 0.83 | -1.03 | 0.84 | 4.69 | -3.35 | -2.18 | -0.67 | -1.68 | 0.27 | 3.90 | -1.26 | -1.50 | -2.40 | -2.91 |
| Standard Deviation(%) | NA | 3.35 | 8.17 | 10.51 | 8.77 | NA | NA | … | … | 3.05 | 7.11 | 11.79 | 5.58 | 17.91 | 5.90 | 6.81 | 4.39 | 7.64 | 7.16 | 4.86 | 4.48 | 5.06 | 8.95 | 6.62 | 9.13 | 13.11 | 7.13 | 5.08 | 5.86 | 6.71 | 7.47 | 10.56 | 12.17 | 11.57 | 11.02 |
| Draw Down(%) | NA | 2.00 | 16.06 | 26.23 | 26.69 | NA | NA | … | … | 2.00 | 6.89 | 16.06 | 3.16 | 26.23 | 3.35 | 13.23 | 3.42 | 6.79 | 15.90 | 4.46 | 4.49 | 5.64 | 16.93 | 8.09 | 14.29 | 47.41 | 16.63 | 7.06 | 9.13 | 9.28 | 6.17 | 22.59 | 26.20 | 30.24 | 17.93 |
| Yield(%) | 0.00 | 1.07 | 5.71 | 6.85 | 4.12 | 4.01 | 1.98 | … | … | 0.72 | 8.13 | 8.85 | 9.27 | 8.93 | 7.22 | 5.77 | 0.93 | 0.00 | 0.83 | 9.80 | 10.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/05/2024, Common starting date is 07/21/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XMFVX (MFS Special Value Trust) |
-21.37%
Feb 2006 – Feb 2009 |
-14.76%
Feb 2004 – Feb 2009 |
-8.50%
Aug 1999 – Aug 2009 |
-4.13%
Aug 1999 – Aug 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XMFVX (MFS Special Value Trust) |
13.41%
Feb 2009 – Feb 2012 |
10.95%
Feb 2009 – Feb 2014 |
4.50%
Feb 2009 – Feb 2019 |
4.49%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart