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MFS Aggressive Growth Allocation R2 (MAWAX)
On
Dec 18
:
11.93
0.04
(0.34%)
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
14.66%
Worst 1 Yr Total Return
(2008)
:
-40.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MAWAX
Category
Alpha (against Standard Index)
1.92
2.20
Beta (against Standard Index)
1.07
0.99
Mean Annual Return
-4.76
-0.14
R-squared (against Standard Index)
95
88.76
Standard Deviation
21.73
21.04
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.58
N/A
5 Years
Statistic
MAWAX
Category
Alpha (against Standard Index)
1.11
0.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
1.42
0.24
R-squared (against Standard Index)
94
86.59
Standard Deviation
17.90
17.50
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.45
N/A
10 Years
Statistic
MAWAX
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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