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MFS Emerging Markets Debt W (MEDWX)
On
Dec 11
:
14.04
0.04
(0.29%)
MORE ON MEDWX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.78%
Worst 1 Yr Total Return
(2008)
:
-10.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MEDWX
Category
Alpha (against Standard Index)
-3.01
-4.50
Beta (against Standard Index)
2.21
2.19
Mean Annual Return
7.51
0.55
R-squared (against Standard Index)
46
36.04
Standard Deviation
13.32
15.18
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.37
N/A
5 Years
Statistic
MEDWX
Category
Alpha (against Standard Index)
1.98
0.49
Beta (against Standard Index)
1.93
1.95
Mean Annual Return
9.46
0.69
R-squared (against Standard Index)
42
35.07
Standard Deviation
10.92
12.20
Sharpe Ratio
0.61
N/A
Treynor Ratio
3.36
N/A
10 Years
Statistic
MEDWX
Category
Alpha (against Standard Index)
6.48
3.95
Beta (against Standard Index)
1.36
1.38
Mean Annual Return
14.33
0.97
R-squared (against Standard Index)
23
21.93
Standard Deviation
10.71
11.30
Sharpe Ratio
1.04
N/A
Treynor Ratio
8.39
N/A
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