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MFS CA Municipal Bond A (MCFTX)
On
Dec 1
:
5.51
0.01
(0.18%)
MORE ON MCFTX
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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)
:
4.83%
Worst 1 Yr Total Return
(2008)
:
-10.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCFTX
Category
Alpha (against Standard Index)
-1.71
-2.83
Beta (against Standard Index)
1.21
1.27
Mean Annual Return
2.69
0.16
R-squared (against Standard Index)
87
86.16
Standard Deviation
7.83
8.45
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.23
N/A
5 Years
Statistic
MCFTX
Category
Alpha (against Standard Index)
-0.95
-1.51
Beta (against Standard Index)
1.19
1.22
Mean Annual Return
3.34
0.25
R-squared (against Standard Index)
88
86.64
Standard Deviation
6.27
6.60
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.26
N/A
10 Years
Statistic
MCFTX
Category
Alpha (against Standard Index)
-0.92
-1.44
Beta (against Standard Index)
1.17
1.19
Mean Annual Return
5.11
0.39
R-squared (against Standard Index)
90
87.45
Standard Deviation
5.74
6.01
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.83
N/A
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