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    MFS Diversified Income A (DIFAX)

    11.76 Down 0.10(0.84%) Sep 1

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up7
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):30.26%
    Worst 1 Yr Total Return(Dec 30, 2008):-20.41%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticDIFAXCategory
    Alpha (against Standard Index)0.95-0.51
    Beta (against Standard Index)0.760.72
    Mean Annual Return0.610.46
    R-squared (against Standard Index)70.7083.44
    Standard Deviation4.924.28
    Sharpe Ratio1.471.31
    Treynor Ratio9.647.74
    5 Years
    StatisticDIFAXCategory
    Alpha (against Standard Index)1.800.32
    Beta (against Standard Index)0.780.70
    Mean Annual Return0.710.53
    R-squared (against Standard Index)81.6189.02
    Standard Deviation6.705.69
    Sharpe Ratio1.261.13
    Treynor Ratio10.929.36
    10 Years
    StatisticDIFAXCategory
    Alpha (against Standard Index)N/A-0.39
    Beta (against Standard Index)N/A0.75
    Mean Annual ReturnN/A0.41
    R-squared (against Standard Index)N/A89.37
    Standard DeviationN/A7.61
    Sharpe RatioN/A0.48
    Treynor RatioN/A4.69