See what your fund actually adds
MFS Global Alternative Strategy Fund Class A DVRAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DVRAX | Replication |
|---|---|---|
| Annualized growth | 5.3% | 4.9% |
| Annualized volatility | 4.8% | 3.8% |
| Sharpe ratio | 1.09 | 1.30 |
| Maximum drawdown | 9.7% | 8.8% |
| Replication fit (R²) | 0.69 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model DVRAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCSH | FI · Short Corp | 62.2% |
| BKLN | FI · Senior Bank Loans | 16.5% |
| DBEF | Intl · Dev Hedged | 12.2% |
| USMV | Factor · Min Vol | 5.4% |
| EFV | Intl · Value | 3.8% |