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MFS Aggressive Growth Allocation R3 (MAAHX)
On
Dec 21
:
12.19
0.09
(0.74%)
MORE ON MAAHX
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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)
:
13.03%
Worst 1 Yr Total Return
(2008)
:
-40.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MAAHX
Category
Alpha (against Standard Index)
2.14
2.20
Beta (against Standard Index)
1.07
0.99
Mean Annual Return
-4.56
-0.14
R-squared (against Standard Index)
95
88.76
Standard Deviation
21.74
21.04
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.38
N/A
5 Years
Statistic
MAAHX
Category
Alpha (against Standard Index)
1.36
0.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
1.67
0.24
R-squared (against Standard Index)
94
86.59
Standard Deviation
17.92
17.50
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.22
N/A
10 Years
Statistic
MAAHX
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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