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MFS Growth Allocation B (MBGWX)
On
Dec 23
:
12.25
0.05
(0.41%)
MORE ON MBGWX
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Risk
As of 30-Nov-09
Get
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
Statistic
MBGWX
Category
Alpha (against Standard Index)
2.01
0.06
Beta (against Standard Index)
0.90
1.00
Mean Annual Return
-2.99
-0.33
R-squared (against Standard Index)
95
95.82
Standard Deviation
18.31
20.42
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-5.83
N/A
5 Years
Statistic
MBGWX
Category
Alpha (against Standard Index)
1.12
0.04
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
2.11
0.17
R-squared (against Standard Index)
94
95.19
Standard Deviation
14.95
16.64
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.98
N/A
10 Years
Statistic
MBGWX
Category
Alpha (against Standard Index)
N/A
0.81
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
91.13
Standard Deviation
N/A
16.39
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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