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MFS Aggressive Growth Allocation R4 (MAALX)
On
Dec 16
:
12.31
0.07
(0.57%)
MORE ON MAALX
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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)
:
13.33%
Worst 1 Yr Total Return
(2008)
:
-40.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MAALX
Category
Alpha (against Standard Index)
2.45
2.20
Beta (against Standard Index)
1.07
0.99
Mean Annual Return
-4.28
-0.14
R-squared (against Standard Index)
95
88.76
Standard Deviation
21.79
21.04
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.11
N/A
5 Years
Statistic
MAALX
Category
Alpha (against Standard Index)
1.63
0.80
Beta (against Standard Index)
1.09
1.01
Mean Annual Return
1.94
0.24
R-squared (against Standard Index)
94
86.59
Standard Deviation
17.95
17.50
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.97
N/A
10 Years
Statistic
MAALX
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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