MFS® Commodity Strategy Fund

Commodity Strategy Fund is not available for direct purchase.

Performance Statistics

Performance Based

Updated monthly as of 1/31/15

BENCHMARK:
Bloomberg Commodity Index

 
3 Yr
5 Yr
10 Yr
Alpha
0.16
n/a
n/a
Beta
0.99
n/a
n/a
R-squared
99.12
n/a
n/a
Standard Deviation %
12.47
n/a
n/a
Sharpe Ratio
-0.87
n/a
n/a
Tracking Error
1.18
n/a
n/a
Information Ratio
0.26
n/a
n/a
Treynor Ratio
-11.07
n/a
n/a

Performance-based characteristics are only calculated for Class A shares at NAV.

Top 10 Holdings

As of 1/31/15

BBG Commodity F3 Total Return SWAP OCT 30 15
BBG Commodity ETRS BCOMTR INDEX
DJUBS Ind Metals Sub Total ETRS JUL 06 15
BBG Commodity ETRS BCOMTR INDEX
BBG Energy TR ETRS SEP 08 15
BBG Commodity F3 Tr ETRS BCOMF3T INDEX
BBG Precious Metals TR ETRS SEP 01 15
United States Treasury Note 0.875 FEB 28 17
BBG Commodity F3 ETRS BCOMF3T INDEX
BBG Commodity F3 ETRS BCOMF3T INDEX

49.19% of total net assets

Total number of holdings: 539

Full and Historical Holdings

Portfolio Structure %

As of 1/31/15

Portfolio Statistics

As of 1/31/15

Average Effective Maturity
1.99   yrs
Average Effective Duration
1.50   yrs

Important Characteristics Information

Portfolio characteristic data are based on unaudited net assets.

The portfolio is actively managed, and current holdings may be different.

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.

This publication is authorized for distribution only when preceded or accompanied by a prospectus, or summary prospectus, for the portfolio being offered. Consider the fund's investment objectives, risks, charges and expenses. Contact MFS or view online. Read it carefully.