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    MFS Growth R4 (MFEJX)

    75.62 Up 0.34(0.45%) Jul 28

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up8
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):38.51%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.42%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.30-1.25
    Beta (against Standard Index)0.981.04
    Mean Annual Return1.070.91
    R-squared (against Standard Index)85.0285.16
    Standard Deviation12.0112.71
    Sharpe Ratio1.060.85
    Treynor Ratio12.9210.15
    5 Years
    Alpha (against Standard Index)0.36-2.58
    Beta (against Standard Index)0.991.07
    Mean Annual Return1.040.87
    R-squared (against Standard Index)88.4488.03
    Standard Deviation12.7813.87
    Sharpe Ratio0.970.76
    Treynor Ratio12.339.31
    10 Years
    Alpha (against Standard Index)2.20-0.15
    Beta (against Standard Index)0.971.02
    Mean Annual Return0.860.70
    R-squared (against Standard Index)88.8588.31
    Standard Deviation15.7216.60
    Sharpe Ratio0.600.45
    Treynor Ratio8.796.15