Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/30/2016.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ILVAX (MFS INSTITUTIONAL LARGE CAP VALUE FUND MFS INSTITUTIONAL LARGE CAP VALUE FUND) | NA | 9.03% | 6.86% | 13.96% | 6.61% | 6.41% | NA | 6.45% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ILVAX (MFS INSTITUTIONAL LARGE CAP VALUE FUND MFS INSTITUTIONAL LARGE CAP VALUE FUND) | 12/26/2001 | 12/30/2016 |
The return data shown below all have the same latest date: 12/30/2016.
AR inception is since 12/26/2001.
AR inception is since 12/26/2001.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.03 | 6.86 | 13.96 | 6.61 | 6.41 | NA | 6.45 | 10.03 | 0.14 | 10.31 | 35.85 | 16.39 | -0.06 | 11.30 | 20.97 | -32.36 | 8.33 | 21.38 | -3.20 | 9.39 | 23.73 | -15.73 | 0.58 |
| Sharpe Ratio | NA | 0.61 | 0.50 | 1.07 | 0.29 | NA | NA | 0.29 | 0.69 | 0.01 | 0.94 | 3.23 | 1.33 | 0.00 | 0.66 | 0.76 | -0.81 | 0.33 | 1.83 | -0.38 | 0.75 | 1.58 | -0.75 | 6.22 |
| Standard Deviation(%) | NA | 14.41 | 13.67 | 12.99 | 21.05 | NA | NA | 19.19 | 14.26 | 15.16 | 10.98 | 11.10 | 12.44 | 22.82 | 16.98 | 27.39 | 41.15 | 16.24 | 9.93 | 14.17 | 11.30 | 14.60 | 22.37 | 9.78 |
| Draw Down(%) | NA | 9.48 | 12.25 | 12.25 | 52.40 | NA | NA | 52.40 | 8.65 | 11.45 | 7.65 | 5.19 | 10.55 | 20.30 | 15.19 | 28.49 | 45.09 | 9.25 | 7.95 | 10.62 | 5.77 | 14.17 | 27.23 | 0.52 |
| Yield(%) | 0.00 | 52.74 | 26.97 | 25.69 | 12.04 | 10.63 | 8.00 | 10.67 | 54.07 | 39.54 | 7.07 | 8.22 | 4.59 | 4.45 | 1.38 | 1.86 | 1.78 | 20.15 | 8.10 | 0.00 | 0.00 | 0.00 | 0.00 | 0.57 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILVAX (MFS INSTITUTIONAL LARGE CAP VALUE FUND MFS INSTITUTIONAL LARGE CAP VALUE FUND) |
-11.71%
Feb 2006 - Feb 2009 |
-6.03%
Feb 2004 - Feb 2009 |
3.16%
May 2002 - May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILVAX (MFS INSTITUTIONAL LARGE CAP VALUE FUND MFS INSTITUTIONAL LARGE CAP VALUE FUND) |
22.69%
Sep 2011 - Sep 2014 |
21.48%
Feb 2009 - Feb 2014 |
8.08%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart