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MFS Bond R2 (MBRRX)
On
Dec 9
:
12.75
0.00
(0.00%)
MORE ON MBRRX
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Risk
As of 31-Oct-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)
:
5.60%
Worst 1 Yr Total Return
(2008)
:
-10.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBRRX
Category
Alpha (against Standard Index)
-1.26
-1.72
Beta (against Standard Index)
1.25
1.02
Mean Annual Return
5.79
0.39
R-squared (against Standard Index)
42
59.27
Standard Deviation
7.80
5.93
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.71
N/A
5 Years
Statistic
MBRRX
Category
Alpha (against Standard Index)
-0.75
-1.05
Beta (against Standard Index)
1.18
0.98
Mean Annual Return
4.52
0.33
R-squared (against Standard Index)
46
61.87
Standard Deviation
6.32
4.88
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.26
N/A
10 Years
Statistic
MBRRX
Category
Alpha (against Standard Index)
-0.60
-0.65
Beta (against Standard Index)
1.15
0.96
Mean Annual Return
6.09
0.45
R-squared (against Standard Index)
59
71.12
Standard Deviation
5.55
4.47
Sharpe Ratio
0.56
N/A
Treynor Ratio
2.72
N/A
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