MFS® SEPARATELY MANAGED ACCOUNTS

Performance based characteristics are updated monthly as of October 31, 2017

MFS® SEPARATELY MANAGED ACCOUNTS

Performance based characteristics are updated monthly as of October 31, 2017

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Russell 1000® Growth Index
Russell 1000® Value Index
Blend of MSCI EAFE Gross to Net at 08/01/2017
Average Annual Total Returns (%)
Gross Of Fees
as of 09/30/17
as of 10/31/17
Average Annual Total Returns (%)
Net of Fees
as of 09/30/17
as of 10/31/17
Holding Characteristics

Portfolio characteristic data are based on unaudited net assets.

as of 10/31/17
Performance Characteristics

Please see the definitions at the bottom of this page.


Performance-based characteristics are only calculated for Gross Return.
YTD
1 Yr
3 Yr
5 Yr
10 Yr
YTD
1 Yr
3 Yr
5 Yr
10 Yr
# of Holdings
Portfolio Commencement
GIPS Performance
Supplemental Institutional Performance
Alpha
Beta
R - Squared
Standard Deviation %
Sharpe Ratio
Tracking Error
Information Ratio
Treynor Ratio
25.36
-
22.66
21.94
13.95
12.69
17.03
15.26
10.20
9.08
22.63
-
19.09
-
10.61
-
13.61
-
6.96
-
51
-
09/15/08
-
1.51
-
0.98
-
90.43
-
11.08
-
1.28
-
3.44
-
0.39
-
14.51
-
13.73
-
19.39
15.12
11.70
8.53
15.26
13.20
7.74
5.92
11.23
-
15.91
-
8.43
-
11.89
-
4.57
-
49
-
04/01/01
-
3.21
-
0.97
-
94.46
-
10.29
-
1.06
-
2.44
-
1.31
-
11.21
-
21.14
-
20.17
19.59
6.25
5.51
9.17
8.86
1.85
1.81
18.50
-
16.67
-
3.12
-
5.96
-
-1.16
-
45
-
02/01/01
-
0.54
-
0.98
-
95.55
-
12.23
-
0.54
-
2.60
-
0.15
-
6.83
-

Important Performance Information Disclosures

Definitions

Alpha: 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 alpha worse-than-expected portfolio performance.

Beta: 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: Information ratio is a measure of consistency in excess return. The annualized excess return over a benchmark divided by the annualized standard deviation of excess return.

R-squared: R2 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.

Sharpe Ratio: 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: 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: Tracking error is the active risk of the portfolio that measures the dispersion of the 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.

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