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Please note that this is an actively managed product.
Class I shares are only available to certain qualifying institutional investors.
Seeks capital appreciation, measured in US dollars.
Analyst run portfolio that looks for favorable growth prospects and attractive valuations in the Asia region (excluding Japan)
Country and industry weights driven by stock selection, not top-down allocations
Typically has been diversified by sector and invests across industries, styles and market capitalizations
The fund may not achieve its objective and/or you could lose money on your investment in the fund.
Stock: Stock markets and investments in individual stocks are volatile and can decline significantly in response to or investor perception of, issuer, market, economic, industry, political, regulatory, geopolitical, environmental, public health, and other conditions.
Emerging Markets: Emerging markets can have less market structure, depth, and regulatory, custodial or operational oversight and greater political, social, geopolitical and economic instability than developed markets.
Geographic: Because the portfolio may invest a substantial amount of its assets in issuers located in a single country or in a limited number of countries, it may be more volatile than a portfolio that is more geographically diversified.
Please see the prospectus for further information on these and other risk considerations.
Article 6: Integrates sustainability risks into the investment process.
Article 8: Systematically promotes a stated environmental or social characteristic and provides enhanced disclosure accordingly.
Article 9: Typically for "impact" funds, which have a dual objective of financial return and specific environmental or social outcomes.
The team of investment professionals works with the Fund's portfolio manager to determine the asset allocation among the underlying MFS Funds in which the Fund invests. The team is comprised of analysts and portfolio managers who apply quantitative research across multiple factors to determine investment opportunities. These factors look to incorporate intuitive factors with sound economic rationale that provide systematic objective appraisals of company fundamentals and valuation, complementing our traditional fundamental research process.
Sanjay Natarajan is an investment officer and institutional equity portfolio manager at MFS Investment Management® (MFS®). His responsibilities include communicating investment policy, strategy and positioning and participating in the research process and strategy discussions. His role also includes assessing portfolio risk, customizing portfolios to client objectives and guidelines and managing daily cash flows. He is based in the firm's Singapore office.
Prior to joining the firm in 2007, Sanjay worked for DBS Bank Ltd. (Asia), holding various roles, including serving as COO of Global Corporate and Investment Banking. He also previously worked at McKinsey and Company, k1 Ventures and the Singapore Economic Development Board. He began his career in 1996.
Sanjay earned a bachelor's degree from Dartmouth College and a master's degree from Harvard University.
Our portfolio managers are supported by our entire team of investment professionals in nine worldwide offices. The team employs a proprietary investment process to build better insights for our clients. The core principles of our approach are integrated research, global collaboration and active risk management.
12 month period ending: |
28-Feb-21
or Life
Life performance is only shown when 5 years of performance is not available. |
28-Feb-22 | 28-Feb-23 | 28-Feb-24 | 28-Feb-25 | YTD % * | Class Inception |
---|---|---|---|---|---|---|---|
Class I1 Shares, US Dollars at NAV | 41.31 | -14.79 | -13.80 | -2.12 | 12.82 | 4.32 | 26-Sep-2005 |
MSCI All Country Asia (ex-Japan) Index (net div) | 41.95 | -14.44 | -14.40 | 4.94 | 14.14 | - | - |
12 month period ending: | Class I1 Shares, US Dollars at NAV | |
---|---|---|
28-Feb-21
or Life
Life performance is only shown when 5 years of performance is not available. |
41.31 | |
28-Feb-22 | -14.79 | |
28-Feb-23 | -13.80 | |
28-Feb-24 | -2.12 | |
28-Feb-25 | 12.82 | |
YTD % * | 4.32 | |
Class Inception | 26-Sep-2005 | 26-Sep-2005 |
Class I1 Roll-Up shares do not pay distributions to shareholders.
The Fund's investment strategy was changed on 1 August 2018; performance shown prior to this date reflects the Fund's prior investment strategy.
The Fund's benchmark is indicated for performance comparison only.
The source for all fund data is MFS. Source for benchmark performance: SPAR, FactSet Research Systems Inc.
Class I1 Roll-Up shares do not pay distributions to shareholders.
The Fund's investment strategy was changed on 1 August 2018; performance shown prior to this date reflects the Fund's prior investment strategy.
Life
Life performance as of 28-Feb-25 |
2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | |
---|---|---|---|---|---|---|---|---|---|---|---|
At NAV | 6.09 | -7.40 | 7.08 | 36.49 | -11.77 | 20.39 | 25.96 | -6.86 | -19.35 | 0.00 | 9.28 |
MSCI All Country Asia (ex-Japan) Index (net div) | - | -9.17 | 5.44 | 41.72 | -14.37 | 18.17 | 25.02 | -4.72 | -19.67 | 5.98 | 11.96 |
At NAV | MSCI All Country Asia (ex-Japan) Index (net div) | ||
---|---|---|---|
2024 | 9.28 | 11.96 | |
2023 | - | 5.98 | |
2022 | -19.35 | -19.67 | |
2021 | -6.86 | -4.72 | |
2020 | 25.96 | 25.02 | |
2019 | 20.39 | 18.17 | |
2018 | -11.77 | -14.37 | |
2017 | 36.49 | 41.72 | |
2016 | 7.08 | 5.44 | |
2015 | -7.4 | -9.17 | |
Life
Life performance as of 28-Feb-25 |
6.09 | - |
Class I1 Roll-Up shares do not pay distributions to shareholders.
The Fund's investment strategy was changed on 1 August 2018; performance shown prior to this date reflects the Fund's prior investment strategy.
Historical NAV may not be available for all dates.
Historical MP may not be available for all dates.
NAV at Close of Trading on | Net Asset Value (NAV) |
---|
The Payable Date is the date on which the distribution is paid to shareholders.
Dividend Rate per Share is the amount of dividend that a shareholder will receive for each share held. It can be calculated by taking the total amount of dividends paid and dividing it by the total shares outstanding.
Dividend Reinvestment at NAV is the automatic reinvestment of shareholder dividends in more shares at net asset value.
Ex-Dividend Date is the date on which a fund goes ex-dividend. The interval between the announcement and the payment of the next dividend. An investor must own the fund before the ex-dividend date to be eligible for the dividend payout.
Available approximately 15 or 25 days after month end
Available approximately 25 days after quarter end
The sectors described and the associated portfolio composition are based on MFS' own sector classification methodology which differs from industry classification standards, including the standard that is associated with the benchmark composition presented. The variance in sector weights between the portfolio and the benchmark would be different if an industry classification standard was used.
Weighted average price/earnings (P/E) ratio is the ratio of the current price of a stock to an estimate of forward 12 month earnings; P/E ex-negatives ratio is an exposure-weighted average of the P/E ratios of the securities held, excluding companies with projected negative earnings.
Weighted Average Price/Cash Flow: Price-to-cash-flow is the ratio of a stock's price to its per-share cash earnings.
Price/Sales Ratio (P/S) is the ratio of a stock's price to its per-share sales.
Price/Book ratio (P/B) is the ratio of a stock's price to its book value per share.
Weighted Average IBES Long Term EPS Growth is the weighted average forecast, by sell side analysts of how much a company's net income will grow over the long-term (typically 3-5 years). The forecast is derived from all polled analysts' estimates. Source FactSet.
Weighted Average Dividend Yield:The equivalent exposure weighted average of the dividend yields of the securities held in the portfolio (or the equity segment of a multi asset class mandate).
Weighted Average Market Cap: Market capitalization is the value of a corporation as determined by the market price of its issued and outstanding common stock. It is calculated by multiplying the number of outstanding shares by the current market price of a share.
Weighted Median Market Cap: Weighted Median Market Cap is the Market Capitalization of the firm defined by the median dollar within the distribution of the market capitalization of all companies in the index or portfolio. It is calculated from a running total of market capitalizations from smallest company to largest. The Market Capitalization of the firm that sorts the total dollar value of all market capitalizations into two equal portions defines the value.
characterstics | Equity Earning |
---|---|
Weighted Average Price/Earnings (next 12 months) | 12.46x |
Weighted Average Price/Cash Flow | 11.78x |
Weighted Average Price/Sales | 1.84x |
Weighted Average Price/Book | 2.09x |
Weighted Average IBES Long Term EPS Growth | 11.17% |
Weighted Average Dividend Yield | 2.26% |
Weighted Average Market Cap | $185.0b |
Weighted Median Market Cap | $80.1b |
Number of Issues | 68 |
Active Share
Active share is calculated by taking the absolute value of the difference between each issuer's weighting in the index and its weighting in the portfolio, summing, then dividing by two. The higher the number, the more the weights differ from those of the benchmark. |
59.26% |
Portfolio Turnover (U.S. Method)
Turnover Ratio is the percentage of a portfolio's securities that have changed over the course of a year: (lesser of purchases or sales)/average market value. |
55.76% |
Portfolio Turnover (LUX Method)
Lux Method Turnover ratio is the percentage of a portfolio's assets that have changed over the course of a year: ((Purchases + Sales) - (Subscriptions + Redemptions))/Average Month End Assets |
50.11% |
% in Stocks | 97.96% |
% Cash & Cash Equivalents | 2.04% |
% in Top Ten | 38.06% |
Alpha is a measure of the portfolio's risk-adjusted performance. When compared to the portfolio's beta, a positive alpha indicates better-than-expected portfolio performance and a negative indicates alpha worse-than-expected portfolio performance.
Beta is a measure of the volatility of a portfolio relative to the overall market. A beta less than 1.0 indicates lower risk than the market; a beta greater than 1.0 indicates higher risk than the market. It is most reliable as a risk measure when the return fluctuations of the portfolio are highly correlated with the return fluctuations of the index chosen to represent the market.
Information ratio is a measure of consistency in excess return. It is calculated by taking the annualized excess return over a benchmark and dividing it by the annualized standard deviation of excess return.
R squared represents the percentage of the portfolio's movements that can be explained by the general movements of the market. Index portfolios will tend to have values very close to 100. R squared is not a measure of performance.
The Sharpe Ratio is a risk-adjusted measure calculated to determine reward per unit of risk. It uses a standard deviation and excess return. The higher the Sharpe Ratio, the better the portfolio's historical risk-adjusted performance.
Standard Deviation is an indicator of the portfolio's total return volatility, which is based on a minimum of 36 monthly returns. The larger the portfolio's standard deviation, the greater the portfolio's volatility.
Tracking error is the standard deviation of a portfolio's excess returns. Excess returns are a portfolio's return minus the benchmark's annualized return.
Treynor Ratio: Treynor Ratio is a risk adjusted measure of performance. It is the ratio of the annualized excess return of the portfolio over the risk free rate for a given period divided by the Beta of the portfolio versus its benchmark for the same period. It measures the amount of excess return over the risk free rate earned per unit of systematic risk (beta) assumed.
Upside and downside capture is a measure of how well a manager was able to replicate or improve on phases of positive benchmark returns, and how badly the manager was affected by phases of negative benchmark returns. Upside capture ratio for a portfolio is calculated by taking the portfolio's return during periods when the benchmark had a positive return and dividing it by the benchmark return during that same period. Downside capture ratio is calculated by taking the portfolio's return during the periods of negative benchmark performance and dividing it by the benchmark return for that period.
10 Yr. | 5 Yr. | 3 Yr. | |
---|---|---|---|
Alpha | -0.25 | -1.64 | -2.36 |
Beta | 0.98 | 1.02 | 1.03 |
R-squared | 95.09 | 95.68 | 95.58 |
Standard Deviation % | 17.33 | 19.69 | 20.50 |
Sharpe Ratio | 0.12 | 0.01 | -0.29 |
Tracking Error | 3.86 | 4.12 | 4.35 |
Information Ratio | -0.10 | -0.42 | -0.57 |
Treynor Ratio | 2.12 | 0.20 | -5.69 |
Downside Capture % | 95.85 | 104.88 | 106.91 |
Upside Capture % | 94.88 | 97.92 | 96.81 |
The sectors described and the associated portfolio composition are based on MFS' own sector classification methodology which differs from industry classification standards, including the standard that is associated with the benchmark composition presented. The variance in sector weights between the portfolio and the benchmark would be different if an industry classification standard was used.
Region & Country | % Assets |
---|---|
Emerging Markets
7 Countries
|
86.21
|
China
|
33.74
|
Taiwan
|
18.61
|
India
|
16.38
|
South Korea
|
11.32
|
Indonesia
|
2.57
|
Thailand
|
2.36
|
Philippines
|
1.22
|
Asia/Pacific ex-Japan
2 Countries
|
10.57
|
Hong Kong
|
6.50
|
Singapore
|
4.07
|
Cash & Cash Equivalents
1 Countries
|
2.04
|
Cash & Cash Equivalents
|
2.04
|
United Kingdom
1 Countries
|
1.17
|
United Kingdom
|
1.17
|
By Country |
---|
Portfolio characteristics are based on equivalent exposure, which measures how a portfolio's value would change due to price changes in an asset held either directly or, in the case of a derivative contract, indirectly. The market value of the holding may differ.
*Short positions, unlike long positions, lose value if the underlying asset gains value.
Fact Sheets are available approximately 15 days after month end.
Quarterly Portfolio Review is available approximately 25 days after quarter end.
Full Holdings available approximately 25 days after month end.
Monthly Portfolio Review available approximately 15 days after month end.
Product Presentation available approximately 25 days after quarter end.
Quarterly Investment Update available approximately 25 days after quarter end.
Monthly Investment Update available approximately 25 days after month end.
Fact Sheets are available approximately 15 days after month end.
Quarterly Portfolio Review is available approximately 25 days after quarter end.
Full Holdings available approximately 25 days after month end.
Monthly Portfolio Review available approximately 15 days after month end.
Product Presentation available approximately 25 days after quarter end.
Quarterly Investment Update available approximately 25 days after quarter end.
Monthly Investment Update available approximately 25 days after month end.
Seeks capital appreciation, measured in US dollars.
Analyst run portfolio that looks for favorable growth prospects and attractive valuations in the Asia region (excluding Japan)
Country and industry weights driven by stock selection, not top-down allocations
Typically has been diversified by sector and invests across industries, styles and market capitalizations
The fund may not achieve its objective and/or you could lose money on your investment in the fund.
Stock: Stock markets and investments in individual stocks are volatile and can decline significantly in response to or investor perception of, issuer, market, economic, industry, political, regulatory, geopolitical, environmental, public health, and other conditions.
Emerging Markets: Emerging markets can have less market structure, depth, and regulatory, custodial or operational oversight and greater political, social, geopolitical and economic instability than developed markets.
Geographic: Because the portfolio may invest a substantial amount of its assets in issuers located in a single country or in a limited number of countries, it may be more volatile than a portfolio that is more geographically diversified.
Please see the prospectus for further information on these and other risk considerations.
Article 6: Integrates sustainability risks into the investment process.
Article 8: Systematically promotes a stated environmental or social characteristic and provides enhanced disclosure accordingly.
Article 9: Typically for "impact" funds, which have a dual objective of financial return and specific environmental or social outcomes.
The team of investment professionals works with the Fund's portfolio manager to determine the asset allocation among the underlying MFS Funds in which the Fund invests. The team is comprised of analysts and portfolio managers who apply quantitative research across multiple factors to determine investment opportunities. These factors look to incorporate intuitive factors with sound economic rationale that provide systematic objective appraisals of company fundamentals and valuation, complementing our traditional fundamental research process.
Sanjay Natarajan is an investment officer and institutional equity portfolio manager at MFS Investment Management® (MFS®). His responsibilities include communicating investment policy, strategy and positioning and participating in the research process and strategy discussions. His role also includes assessing portfolio risk, customizing portfolios to client objectives and guidelines and managing daily cash flows. He is based in the firm's Singapore office.
Prior to joining the firm in 2007, Sanjay worked for DBS Bank Ltd. (Asia), holding various roles, including serving as COO of Global Corporate and Investment Banking. He also previously worked at McKinsey and Company, k1 Ventures and the Singapore Economic Development Board. He began his career in 1996.
Sanjay earned a bachelor's degree from Dartmouth College and a master's degree from Harvard University.
Our portfolio managers are supported by our entire team of investment professionals in nine worldwide offices. The team employs a proprietary investment process to build better insights for our clients. The core principles of our approach are integrated research, global collaboration and active risk management.
12 month period ending: |
28-Feb-21
or Life
Life performance is only shown when 5 years of performance is not available. |
28-Feb-22 | 28-Feb-23 | 28-Feb-24 | 28-Feb-25 | YTD % * | Class Inception |
---|---|---|---|---|---|---|---|
Class I1 Shares, US Dollars at NAV | 41.31 | -14.79 | -13.80 | -2.12 | 12.82 | 4.32 | 26-Sep-2005 |
MSCI All Country Asia (ex-Japan) Index (net div) | 41.95 | -14.44 | -14.40 | 4.94 | 14.14 | - | - |
12 month period ending: | Class I1 Shares, US Dollars at NAV | |
---|---|---|
28-Feb-21
or Life
Life performance is only shown when 5 years of performance is not available. |
41.31 | |
28-Feb-22 | -14.79 | |
28-Feb-23 | -13.80 | |
28-Feb-24 | -2.12 | |
28-Feb-25 | 12.82 | |
YTD % * | 4.32 | |
Class Inception | 26-Sep-2005 | 26-Sep-2005 |
Class I1 Roll-Up shares do not pay distributions to shareholders.
The Fund's investment strategy was changed on 1 August 2018; performance shown prior to this date reflects the Fund's prior investment strategy.
The Fund's benchmark is indicated for performance comparison only.
The source for all fund data is MFS. Source for benchmark performance: SPAR, FactSet Research Systems Inc.
Class I1 Roll-Up shares do not pay distributions to shareholders.
The Fund's investment strategy was changed on 1 August 2018; performance shown prior to this date reflects the Fund's prior investment strategy.
Life
Life performance as of 28-Feb-25 |
2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | |
---|---|---|---|---|---|---|---|---|---|---|---|
At NAV | 6.09 | -7.40 | 7.08 | 36.49 | -11.77 | 20.39 | 25.96 | -6.86 | -19.35 | 0.00 | 9.28 |
MSCI All Country Asia (ex-Japan) Index (net div) | - | -9.17 | 5.44 | 41.72 | -14.37 | 18.17 | 25.02 | -4.72 | -19.67 | 5.98 | 11.96 |
At NAV | MSCI All Country Asia (ex-Japan) Index (net div) | ||
---|---|---|---|
2024 | 9.28 | 11.96 | |
2023 | - | 5.98 | |
2022 | -19.35 | -19.67 | |
2021 | -6.86 | -4.72 | |
2020 | 25.96 | 25.02 | |
2019 | 20.39 | 18.17 | |
2018 | -11.77 | -14.37 | |
2017 | 36.49 | 41.72 | |
2016 | 7.08 | 5.44 | |
2015 | -7.4 | -9.17 | |
Life
Life performance as of 28-Feb-25 |
6.09 | - |
Class I1 Roll-Up shares do not pay distributions to shareholders.
The Fund's investment strategy was changed on 1 August 2018; performance shown prior to this date reflects the Fund's prior investment strategy.
Historical NAV may not be available for all dates.
Historical MP may not be available for all dates.
NAV at Close of Trading on | Net Asset Value (NAV) |
---|
The Payable Date is the date on which the distribution is paid to shareholders.
Dividend Rate per Share is the amount of dividend that a shareholder will receive for each share held. It can be calculated by taking the total amount of dividends paid and dividing it by the total shares outstanding.
Dividend Reinvestment at NAV is the automatic reinvestment of shareholder dividends in more shares at net asset value.
Ex-Dividend Date is the date on which a fund goes ex-dividend. The interval between the announcement and the payment of the next dividend. An investor must own the fund before the ex-dividend date to be eligible for the dividend payout.
Available approximately 15 or 25 days after month end
Available approximately 25 days after quarter end
The sectors described and the associated portfolio composition are based on MFS' own sector classification methodology which differs from industry classification standards, including the standard that is associated with the benchmark composition presented. The variance in sector weights between the portfolio and the benchmark would be different if an industry classification standard was used.
Weighted average price/earnings (P/E) ratio is the ratio of the current price of a stock to an estimate of forward 12 month earnings; P/E ex-negatives ratio is an exposure-weighted average of the P/E ratios of the securities held, excluding companies with projected negative earnings.
Weighted Average Price/Cash Flow: Price-to-cash-flow is the ratio of a stock's price to its per-share cash earnings.
Price/Sales Ratio (P/S) is the ratio of a stock's price to its per-share sales.
Price/Book ratio (P/B) is the ratio of a stock's price to its book value per share.
Weighted Average IBES Long Term EPS Growth is the weighted average forecast, by sell side analysts of how much a company's net income will grow over the long-term (typically 3-5 years). The forecast is derived from all polled analysts' estimates. Source FactSet.
Weighted Average Dividend Yield:The equivalent exposure weighted average of the dividend yields of the securities held in the portfolio (or the equity segment of a multi asset class mandate).
Weighted Average Market Cap: Market capitalization is the value of a corporation as determined by the market price of its issued and outstanding common stock. It is calculated by multiplying the number of outstanding shares by the current market price of a share.
Weighted Median Market Cap: Weighted Median Market Cap is the Market Capitalization of the firm defined by the median dollar within the distribution of the market capitalization of all companies in the index or portfolio. It is calculated from a running total of market capitalizations from smallest company to largest. The Market Capitalization of the firm that sorts the total dollar value of all market capitalizations into two equal portions defines the value.
characterstics | Equity Earning |
---|---|
Weighted Average Price/Earnings (next 12 months) | 12.46x |
Weighted Average Price/Cash Flow | 11.78x |
Weighted Average Price/Sales | 1.84x |
Weighted Average Price/Book | 2.09x |
Weighted Average IBES Long Term EPS Growth | 11.17% |
Weighted Average Dividend Yield | 2.26% |
Weighted Average Market Cap | $185.0b |
Weighted Median Market Cap | $80.1b |
Number of Issues | 68 |
Active Share
Active share is calculated by taking the absolute value of the difference between each issuer's weighting in the index and its weighting in the portfolio, summing, then dividing by two. The higher the number, the more the weights differ from those of the benchmark. |
59.26% |
Portfolio Turnover (U.S. Method)
Turnover Ratio is the percentage of a portfolio's securities that have changed over the course of a year: (lesser of purchases or sales)/average market value. |
55.76% |
Portfolio Turnover (LUX Method)
Lux Method Turnover ratio is the percentage of a portfolio's assets that have changed over the course of a year: ((Purchases + Sales) - (Subscriptions + Redemptions))/Average Month End Assets |
50.11% |
% in Stocks | 97.96% |
% Cash & Cash Equivalents | 2.04% |
% in Top Ten | 38.06% |
Alpha is a measure of the portfolio's risk-adjusted performance. When compared to the portfolio's beta, a positive alpha indicates better-than-expected portfolio performance and a negative indicates alpha worse-than-expected portfolio performance.
Beta is a measure of the volatility of a portfolio relative to the overall market. A beta less than 1.0 indicates lower risk than the market; a beta greater than 1.0 indicates higher risk than the market. It is most reliable as a risk measure when the return fluctuations of the portfolio are highly correlated with the return fluctuations of the index chosen to represent the market.
Information ratio is a measure of consistency in excess return. It is calculated by taking the annualized excess return over a benchmark and dividing it by the annualized standard deviation of excess return.
R squared represents the percentage of the portfolio's movements that can be explained by the general movements of the market. Index portfolios will tend to have values very close to 100. R squared is not a measure of performance.
The Sharpe Ratio is a risk-adjusted measure calculated to determine reward per unit of risk. It uses a standard deviation and excess return. The higher the Sharpe Ratio, the better the portfolio's historical risk-adjusted performance.
Standard Deviation is an indicator of the portfolio's total return volatility, which is based on a minimum of 36 monthly returns. The larger the portfolio's standard deviation, the greater the portfolio's volatility.
Tracking error is the standard deviation of a portfolio's excess returns. Excess returns are a portfolio's return minus the benchmark's annualized return.
Treynor Ratio: Treynor Ratio is a risk adjusted measure of performance. It is the ratio of the annualized excess return of the portfolio over the risk free rate for a given period divided by the Beta of the portfolio versus its benchmark for the same period. It measures the amount of excess return over the risk free rate earned per unit of systematic risk (beta) assumed.
Upside and downside capture is a measure of how well a manager was able to replicate or improve on phases of positive benchmark returns, and how badly the manager was affected by phases of negative benchmark returns. Upside capture ratio for a portfolio is calculated by taking the portfolio's return during periods when the benchmark had a positive return and dividing it by the benchmark return during that same period. Downside capture ratio is calculated by taking the portfolio's return during the periods of negative benchmark performance and dividing it by the benchmark return for that period.
10 Yr. | 5 Yr. | 3 Yr. | |
---|---|---|---|
Alpha | -0.25 | -1.64 | -2.36 |
Beta | 0.98 | 1.02 | 1.03 |
R-squared | 95.09 | 95.68 | 95.58 |
Standard Deviation % | 17.33 | 19.69 | 20.50 |
Sharpe Ratio | 0.12 | 0.01 | -0.29 |
Tracking Error | 3.86 | 4.12 | 4.35 |
Information Ratio | -0.10 | -0.42 | -0.57 |
Treynor Ratio | 2.12 | 0.20 | -5.69 |
Downside Capture % | 95.85 | 104.88 | 106.91 |
Upside Capture % | 94.88 | 97.92 | 96.81 |
The sectors described and the associated portfolio composition are based on MFS' own sector classification methodology which differs from industry classification standards, including the standard that is associated with the benchmark composition presented. The variance in sector weights between the portfolio and the benchmark would be different if an industry classification standard was used.
Region & Country | % Assets |
---|---|
Emerging Markets
7 Countries
|
86.21
|
China
|
33.74
|
Taiwan
|
18.61
|
India
|
16.38
|
South Korea
|
11.32
|
Indonesia
|
2.57
|
Thailand
|
2.36
|
Philippines
|
1.22
|
Asia/Pacific ex-Japan
2 Countries
|
10.57
|
Hong Kong
|
6.50
|
Singapore
|
4.07
|
Cash & Cash Equivalents
1 Countries
|
2.04
|
Cash & Cash Equivalents
|
2.04
|
United Kingdom
1 Countries
|
1.17
|
United Kingdom
|
1.17
|
By Country |
---|
Portfolio characteristics are based on equivalent exposure, which measures how a portfolio's value would change due to price changes in an asset held either directly or, in the case of a derivative contract, indirectly. The market value of the holding may differ.
*Short positions, unlike long positions, lose value if the underlying asset gains value.
Fact Sheets are available approximately 15 days after month end.
Quarterly Portfolio Review is available approximately 25 days after quarter end.
Full Holdings available approximately 25 days after month end.
Monthly Portfolio Review available approximately 15 days after month end.
Product Presentation available approximately 25 days after quarter end.
Quarterly Investment Update available approximately 25 days after quarter end.
Monthly Investment Update available approximately 25 days after month end.
Fact Sheets are available approximately 15 days after month end.
Quarterly Portfolio Review is available approximately 25 days after quarter end.
Full Holdings available approximately 25 days after month end.
Monthly Portfolio Review available approximately 15 days after month end.
Product Presentation available approximately 25 days after quarter end.
Quarterly Investment Update available approximately 25 days after quarter end.
Monthly Investment Update available approximately 25 days after month end.