Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, December 24, 2009, 5:30PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
MFS Growth Allocation B (MBGWX)On Dec 23: 12.25  Up 0.05 (0.41%)  
MORE ON MBGWX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):12.96%
Worst 1 Yr Total Return (2008):-34.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMBGWXCategory
Alpha (against Standard Index)2.010.06
Beta (against Standard Index)0.901.00
Mean Annual Return-2.99-0.33
R-squared (against Standard Index)9595.82
Standard Deviation18.3120.42
Sharpe Ratio-0.20N/A
Treynor Ratio-5.83N/A
5 Years
StatisticMBGWXCategory
Alpha (against Standard Index)1.120.04
Beta (against Standard Index)0.911.01
Mean Annual Return2.110.17
R-squared (against Standard Index)9495.19
Standard Deviation14.9516.64
Sharpe Ratio0.02N/A
Treynor Ratio-0.98N/A
10 Years
StatisticMBGWXCategory
Alpha (against Standard Index)N/A0.81
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.14
R-squared (against Standard Index)N/A91.13
Standard DeviationN/A16.39
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center