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MFS Core Growth R2 (MCRRX)
On
Dec 16
:
15.12
0.02
(0.13%)
MORE ON MCRRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
14.53%
Worst 1 Yr Total Return
(2008)
:
-36.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCRRX
Category
Alpha (against Standard Index)
0.58
2.20
Beta (against Standard Index)
0.87
0.99
Mean Annual Return
-4.14
-0.14
R-squared (against Standard Index)
93
88.76
Standard Deviation
17.97
21.04
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.36
N/A
5 Years
Statistic
MCRRX
Category
Alpha (against Standard Index)
0.04
0.80
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
1.04
0.24
R-squared (against Standard Index)
91
86.59
Standard Deviation
14.93
17.50
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.20
N/A
10 Years
Statistic
MCRRX
Category
Alpha (against Standard Index)
-1.18
-0.13
Beta (against Standard Index)
0.98
1.04
Mean Annual Return
-1.90
0.05
R-squared (against Standard Index)
82
78.99
Standard Deviation
17.50
19.17
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-4.95
N/A
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