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    MFS Diversified Income A (DIFAX)

    12.66 Up 0.02(0.16%) Jan 26

    Risk as of Dec 30, 2014Get 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
    Alpha (against Standard Index)2.22-0.07
    Beta (against Standard Index)0.750.70
    Mean Annual Return0.820.58
    R-squared (against Standard Index)76.9786.02
    Standard Deviation5.554.87
    Sharpe Ratio1.761.46
    Treynor Ratio13.3610.37
    5 Years
    Alpha (against Standard Index)2.700.85
    Beta (against Standard Index)0.800.68
    Mean Annual Return0.810.57
    R-squared (against Standard Index)85.2690.35
    Standard Deviation7.356.06
    Sharpe Ratio1.311.14
    Treynor Ratio12.2110.32
    10 Years
    Alpha (against Standard Index)N/A-0.40
    Beta (against Standard Index)N/A0.74
    Mean Annual ReturnN/A0.42
    R-squared (against Standard Index)N/A89.21
    Standard DeviationN/A7.55
    Sharpe RatioN/A0.48
    Treynor RatioN/A4.70