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    MFS Utilities A (MMUFX)

    17.56 Up 0.09(0.52%) Dec 2

    Risk as of Oct 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up18
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2003):35.96%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.54%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMMUFXCategory
    Alpha (against Standard Index)0.235.75
    Beta (against Standard Index)0.790.48
    Mean Annual Return0.270.71
    R-squared (against Standard Index)58.6225.17
    Standard Deviation11.6311.87
    Sharpe Ratio0.270.70
    Treynor Ratio3.1521.97
    5 Years
    StatisticMMUFXCategory
    Alpha (against Standard Index)1.855.66
    Beta (against Standard Index)0.760.46
    Mean Annual Return0.690.90
    R-squared (against Standard Index)61.0228.80
    Standard Deviation11.1511.52
    Sharpe Ratio0.730.92
    Treynor Ratio10.2926.52
    10 Years
    StatisticMMUFXCategory
    Alpha (against Standard Index)3.933.57
    Beta (against Standard Index)0.780.60
    Mean Annual Return0.680.61
    R-squared (against Standard Index)77.0653.87
    Standard Deviation15.2014.10
    Sharpe Ratio0.480.46
    Treynor Ratio8.209.94