Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 8, 2009, 9:10PM ET - U.S. Markets Closed. Dow Down 1.00% Nasdaq Down 0.76%
MFS Emerging Markets Equity A (MEMAX)On Dec 8: 26.96  Down 0.43 (1.57%)  
MORE ON MEMAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2005):35.48%
Worst 1 Yr Total Return (2008):-55.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMEMAXCategory
Alpha (against Standard Index)10.0312.35
Beta (against Standard Index)1.231.29
Mean Annual Return1.310.71
R-squared (against Standard Index)8787.52
Standard Deviation31.7433.07
Sharpe Ratio0.13N/A
Treynor Ratio-0.90N/A
5 Years
StatisticMEMAXCategory
Alpha (against Standard Index)8.609.15
Beta (against Standard Index)1.271.29
Mean Annual Return13.631.44
R-squared (against Standard Index)8585.78
Standard Deviation27.3327.65
Sharpe Ratio0.50N/A
Treynor Ratio8.34N/A
10 Years
StatisticMEMAXCategory
Alpha (against Standard Index)9.839.81
Beta (against Standard Index)1.201.23
Mean Annual Return11.111.14
R-squared (against Standard Index)7876.71
Standard Deviation24.5525.41
Sharpe Ratio0.44N/A
Treynor Ratio6.76N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center