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MFS CA Municipal Bond B (MBCAX)
On
Dec 3
:
5.53
0.01
(0.18%)
MORE ON MBCAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.04%
Worst 1 Yr Total Return
(2008)
:
-10.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBCAX
Category
Alpha (against Standard Index)
-2.53
-2.83
Beta (against Standard Index)
1.22
1.27
Mean Annual Return
1.86
0.16
R-squared (against Standard Index)
87
86.16
Standard Deviation
7.85
8.45
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.45
N/A
5 Years
Statistic
MBCAX
Category
Alpha (against Standard Index)
-1.70
-1.51
Beta (against Standard Index)
1.20
1.22
Mean Annual Return
2.57
0.25
R-squared (against Standard Index)
88
86.64
Standard Deviation
6.28
6.60
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.38
N/A
10 Years
Statistic
MBCAX
Category
Alpha (against Standard Index)
-1.71
-1.44
Beta (against Standard Index)
1.18
1.19
Mean Annual Return
4.31
0.39
R-squared (against Standard Index)
90
87.45
Standard Deviation
5.77
6.01
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.14
N/A
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