MFS Active Exchange Traded Funds Trust

10-Year Study

BRIE.US · · US · ETF

Executive Summary: MFS Active Exchange Traded Funds Trust has compounded at 16.4% annually over the last 10 years, with a maximum drawdown of 98.5% and an annualized volatility of 798.4%.

1Y CAGR
+8893.2%
3Y CAGR
+12.3%
5Y CAGR
+16.4%
10Y CAGR
+16.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
98.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
13.86
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
338.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1247.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +2428.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -94.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.14.4-7.86.5————————8.7%
2025-22.1-14.1-10.3-1.1-25.37.536.0-21.999.62269.02.72.82428.6%
2024-7.22.5-19.27.94.1-34.9-20.7-37.3-58.8-49.79.2-19.9-94.9%
202315.3-11.4-10.71.528.037.57.4-1.6-26.4-19.532.3-11.619.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 798.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 93.1% of variance. Idiosyncratic stock-specific factors contribute 3.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-12-0110000
2023-01-0111527.377268164528
2023-02-0110213.25586383268
2023-03-019118.155243224322
2023-04-019256.483638521933
2023-05-0111844.379703304507
2023-06-0116282.420391282396
2023-07-0117492.79522430694
2023-08-0117204.61079260283
2023-09-0112666.150125153948
2023-10-0110201.729322060151
2023-11-0113496.287596066883
2023-12-0111930.835912284832
2024-01-0111067.38854955429
2024-02-0111342.939407767713
2024-03-019164.264708323526
2024-04-019890.489608138256
2024-05-0110293.94825225856
2024-06-016697.406126843408
2024-07-015314.121074530937
2024-08-013331.412151426548
2024-09-011371.7579608717606
2024-10-01690.4898719789825
2024-11-01753.8904551989101
2024-12-01604.0345562094531
2025-01-01470.31698374642184
2025-02-01404.03455895779393
2025-03-01362.53601975595393
2025-04-01358.55906739778396
2025-05-01268.0115235460809
2025-06-01288.18443170411314
2025-07-01391.93083124010525
2025-08-01306.0518769134637
2025-09-01610.9509622326291
2025-10-0114473.140892157631
2025-11-0114860.576042140641
2025-12-0115273.429058999955
2026-01-0116201.728750405242
2026-02-0116910.66245239736
2026-03-0115585.01406655844
2026-04-0116605.186954791
Annual Return Matrix
YearAnnual Return
20230.19308359122848318
2024-0.9493719836019623
202524.28568755212705
20260.08719442704363112
Total Factor Risk
7.983682056791677
VTI.US Exposure
-0.0003908193269958204
VEA.US Exposure
0.000042247401839345555
VWO.US Exposure
-0.00002314128914754409
QQQ.US Exposure
0.00010838511763653663
VTV.US Exposure
-0.0002818530947649864
IJR.US Exposure
-0.00007269671109243146
QUAL.US Exposure
0.00036562778956890477
SHV.US Exposure
0.9311862307141462
TLT.US Exposure
0.006133952051142996
LQD.US Exposure
0.0008675563951614628
HYG.US Exposure
0.003720935988710815
GLD.US Exposure
-0.0000686117239728735
USO.US Exposure
-0.000059304988982128756
VNQ.US Exposure
0.0004478650191044043
BTC-USD.CC Exposure
0.001933822621372134
CPER.US Exposure
-0.00008274933366227472
VIX.INDX Exposure
0.00021636377560408192
UUP.US Exposure
0.0008706486830181873
TIP.US Exposure
0.020676684748542666
Idiosyncratic Exposure
0.03440885616277027
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
798.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+72.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is MFS Active Exchange Traded Funds Trust a high-risk investment?

MFS Active Exchange Traded Funds Trust (BRIE.US) has an annualized volatility of 798.4% and experienced a maximum drawdown of 98.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BRIE.US?

Over the past 10 years, BRIE.US has generated a Compound Annual Growth Rate (CAGR) of 16.4%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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