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MFS Emerging Markets Debt C (MEDCX)
On
Dec 4
:
14.08
0.03
(0.21%)
MORE ON MEDCX
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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)
:
12.61%
Worst 1 Yr Total Return
(2008)
:
-11.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MEDCX
Category
Alpha (against Standard Index)
-3.55
-4.23
Beta (against Standard Index)
2.24
2.21
Mean Annual Return
6.77
0.56
R-squared (against Standard Index)
47
36.23
Standard Deviation
13.36
15.19
Sharpe Ratio
0.38
N/A
Treynor Ratio
1.94
N/A
5 Years
Statistic
MEDCX
Category
Alpha (against Standard Index)
2.20
1.47
Beta (against Standard Index)
1.90
1.92
Mean Annual Return
8.74
0.70
R-squared (against Standard Index)
40
33.92
Standard Deviation
10.95
12.24
Sharpe Ratio
0.55
N/A
Treynor Ratio
3.00
N/A
10 Years
Statistic
MEDCX
Category
Alpha (against Standard Index)
6.24
4.30
Beta (against Standard Index)
1.35
1.37
Mean Annual Return
13.80
0.98
R-squared (against Standard Index)
22
21.64
Standard Deviation
10.76
11.33
Sharpe Ratio
0.99
N/A
Treynor Ratio
8.03
N/A
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