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MFS Emerging Markets Debt B (MEDBX)
On
Dec 1
:
14.13
0.03
(0.21%)
MORE ON MEDBX
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Research Reports
Risk
As of 31-Oct-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)
:
12.62%
Worst 1 Yr Total Return
(2008)
:
-11.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MEDBX
Category
Alpha (against Standard Index)
-3.53
-4.23
Beta (against Standard Index)
2.25
2.21
Mean Annual Return
6.82
0.56
R-squared (against Standard Index)
47
36.23
Standard Deviation
13.34
15.19
Sharpe Ratio
0.38
N/A
Treynor Ratio
1.96
N/A
5 Years
Statistic
MEDBX
Category
Alpha (against Standard Index)
2.22
1.47
Beta (against Standard Index)
1.91
1.92
Mean Annual Return
8.77
0.70
R-squared (against Standard Index)
41
33.92
Standard Deviation
10.94
12.24
Sharpe Ratio
0.55
N/A
Treynor Ratio
3.01
N/A
10 Years
Statistic
MEDBX
Category
Alpha (against Standard Index)
6.23
4.30
Beta (against Standard Index)
1.35
1.37
Mean Annual Return
13.81
0.98
R-squared (against Standard Index)
22
21.64
Standard Deviation
10.76
11.33
Sharpe Ratio
0.99
N/A
Treynor Ratio
8.01
N/A
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