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MFS Emerging Markets Debt I (MEDIX)
On
Dec 2
:
14.03
0.02
(0.14%)
MORE ON MEDIX
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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)
:
13.77%
Worst 1 Yr Total Return
(2008)
:
-10.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MEDIX
Category
Alpha (against Standard Index)
-2.56
-4.23
Beta (against Standard Index)
2.24
2.21
Mean Annual Return
7.84
0.56
R-squared (against Standard Index)
47
36.23
Standard Deviation
13.33
15.19
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.42
N/A
5 Years
Statistic
MEDIX
Category
Alpha (against Standard Index)
3.19
1.47
Beta (against Standard Index)
1.91
1.92
Mean Annual Return
9.82
0.70
R-squared (against Standard Index)
41
33.92
Standard Deviation
10.93
12.24
Sharpe Ratio
0.64
N/A
Treynor Ratio
3.57
N/A
10 Years
Statistic
MEDIX
Category
Alpha (against Standard Index)
7.17
4.30
Beta (against Standard Index)
1.35
1.37
Mean Annual Return
14.87
0.98
R-squared (against Standard Index)
22
21.64
Standard Deviation
10.72
11.33
Sharpe Ratio
1.08
N/A
Treynor Ratio
8.80
N/A
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