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MFS Diversified Income A (DIFAX)

11.82 0.00(0.00%) May 4

Risk as of Mar 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up7
Number of Years Down2
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)0.87-0.74
Beta (against Standard Index)0.820.72
Mean Annual Return0.400.23
R-squared (against Standard Index)82.6387.30
Standard Deviation6.465.51
Sharpe Ratio0.730.52
Treynor Ratio5.613.77
5 Years
StatisticDIFAXCategory
Alpha (against Standard Index)1.750.05
Beta (against Standard Index)0.840.71
Mean Annual Return0.540.34
R-squared (against Standard Index)85.9989.89
Standard Deviation7.215.99
Sharpe Ratio0.890.71
Treynor Ratio7.575.83
10 Years
StatisticDIFAXCategory
Alpha (against Standard Index)N/A-0.30
Beta (against Standard Index)N/A0.75
Mean Annual ReturnN/A0.36
R-squared (against Standard Index)N/A89.51
Standard DeviationN/A7.89
Sharpe RatioN/A0.43
Treynor RatioN/A4.22