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MFS Aggressive Growth Allocation R1 (MAAFX)
On
Dec 17
:
11.66
0.15
(1.27%)
MORE ON MAAFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.27%
Worst 1 Yr Total Return
(2008)
:
-40.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MAAFX
Category
Alpha (against Standard Index)
1.41
2.20
Beta (against Standard Index)
1.07
0.99
Mean Annual Return
-5.24
-0.14
R-squared (against Standard Index)
95
88.76
Standard Deviation
21.71
21.04
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.03
N/A
5 Years
Statistic
MAAFX
Category
Alpha (against Standard Index)
0.62
0.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
0.93
0.24
R-squared (against Standard Index)
94
86.59
Standard Deviation
17.89
17.50
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.91
N/A
10 Years
Statistic
MAAFX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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