• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.25% Nasdaq Up0.65%

    MFS Diversified Income A (DIFAX)

    11.85 0.00(0.00%) May 27

    Risk as of Apr 29, 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
    Alpha (against Standard Index)0.54-0.68
    Beta (against Standard Index)0.820.77
    Mean Annual Return0.360.25
    R-squared (against Standard Index)83.2690.02
    Standard Deviation6.365.82
    Sharpe Ratio0.680.53
    Treynor Ratio5.133.80
    5 Years
    Alpha (against Standard Index)1.740.11
    Beta (against Standard Index)0.840.76
    Mean Annual Return0.520.35
    R-squared (against Standard Index)85.8291.69
    Standard Deviation7.176.26
    Sharpe Ratio0.860.68
    Treynor Ratio7.275.53
    10 Years
    Alpha (against Standard Index)N/A-0.29
    Beta (against Standard Index)N/A0.80
    Mean Annual ReturnN/A0.38
    R-squared (against Standard Index)N/A91.50
    Standard DeviationN/A8.30
    Sharpe RatioN/A0.44
    Treynor RatioN/A4.23