Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLMSX (MFS GLOBAL MULTI-ASSET FUND R2) | NA | 4.90% | 1.10% | 1.78% | 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 |
|---|---|---|
| GLMSX (MFS GLOBAL MULTI-ASSET FUND R2) | 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 | 4.90 | 1.10 | 1.78 | NA | NA | NA | … | … | -1.00 | 9.72 | 6.37 | -7.25 | 0.71 | 1.54 | 8.46 | -9.50 |
| Sharpe Ratio | NA | 0.84 | 0.11 | 0.25 | NA | NA | NA | … | … | -0.66 | 2.44 | 0.86 | -0.91 | 0.12 | 0.21 | 0.95 | -0.77 |
| Standard Deviation(%) | NA | 4.88 | 6.63 | 6.55 | NA | NA | NA | … | … | 7.30 | 3.73 | 7.13 | 7.97 | 5.71 | 7.08 | 8.95 | 16.62 |
| Draw Down(%) | NA | 4.74 | 16.18 | 16.18 | NA | NA | NA | … | … | 4.74 | 2.09 | 4.94 | 12.41 | 5.82 | 7.69 | 9.23 | 15.67 |
| Yield(%) | 0.00 | 1.82 | 2.52 | 2.57 | 1.42 | 0.95 | 0.71 | … | … | 0.68 | 1.14 | 1.96 | 4.37 | 5.22 | 0.00 | 0.48 | 1.35 |
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 |
|---|---|---|---|---|
| GLMSX (MFS GLOBAL MULTI-ASSET FUND R2) |
-2.78%
Jan 2013 – Jan 2016 |
-1.11%
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 |
|---|---|---|---|---|
| GLMSX (MFS GLOBAL MULTI-ASSET FUND R2) |
5.57%
May 2012 – May 2015 |
3.57%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart