MFS® Global Alternative Strategy Fund

Performance Statistics

Performance Based

Updated monthly as of 1/31/15

BENCHMARK:
Barclays 1-3 Year U.S. Treasury Bond Index

 
3 Yr
5 Yr
10 Yr
Alpha
5.77
6.51
n/a
Beta
2.66
-0.82
n/a
R-squared
14.17
1.48
n/a
Standard Deviation %
3.72
4.22
n/a
Sharpe Ratio
1.98
1.30
n/a
Tracking Error
3.55
4.35
n/a
Information Ratio
1.92
1.04
n/a
Upside Capture %
747.17
290.74
n/a
Downside Capture %
-3.67
-324.73
n/a
Treynor Ratio
2.78
-6.71
n/a

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

Top 10 Holdings

As of 1/31/15

CDX NA IG 23 (CLR BRK CIT - CLR HSE CME) 1.000 DEC 20 19
DJ Euro Stoxx 50 Future MAR 20 15
AUD IRS 10Y Rec (Clr Brk Cit-Clr Hse CME) 3.258 DEC 23 24
Hang Seng China Ent Index Future FEB 26 15
TOPIX Index Future MAR 12 15*
FTSE China A50 Index Future FEB 26 15*
S&P 400 Mid Cap Future MAR 20 15*
Russell 2000 E-Mini Future MAR 20 15*
OMXS30 Index Future FEB 20 15*
S&P 500 Future MAR 19 15*

67.92% long and 53.26% short (*) positions of total net assets

Total number of holdings: 986

Full and Historical Holdings

Fund Positions %

As of 1/31/15

 
Actively Managed
Overlay Impact1
Net Exposure
 Fixed Income
 
Total
76.68
U.S.
15.73
39.85
55.58
Asia/Pacific ex-Japan
0.07
12.91
12.99
United Kingdom
0.19
4.71
4.90
Europe ex-U.K.
0.45
1.38
1.82
Emerging Markets
0.67
0.00
0.67
North America ex-U.S.
0.46
0.00
0.46
Japan
0.18
0.00
0.18
Developed - Middle East/Africa
0.08
0.00
0.08
 Equity
 
Total
29.09
Europe ex-U.K.
8.26
8.81
17.07
U.S. Small/Mid Cap
19.63
-10.94
8.69
Emerging Markets
1.85
2.82
4.67
United Kingdom
5.20
-1.91
3.29
North America ex-U.S.
0.58
-0.38
0.20
Developed - Middle East/Africa
0.18
0.00
0.18
Japan
3.46
-4.31
-0.85
Asia/Pacific ex-Japan
1.17
-2.95
-1.78
U.S. Large Cap
25.35
-27.73
-2.38
 Real Estate Related
 
Total
3.74
U.S.
3.39
0.00
3.39
Non-U.S.
0.35
0.00
0.35
 Cash
 
Total
-9.50
Cash & Equivalents
1.66
-8.03
-6.37
Derivative Cash Equivalents 2
0.00
-3.13
-3.13
Total Net Exposure Summary
88.90
11.10
100.00

1Represents the Fund's exposure to various markets using derivative instruments.

2Represents the offsetting component of the Fund's derivative transactions

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.

*Short positions, unlike long positions, lose value if the underlying asset gains value.

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.