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MFS Emerging Markets Equity B (MEMBX)
On
Dec 4
:
26.00
0.12
(0.46%)
MORE ON MEMBX
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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
(2005)
:
34.62%
Worst 1 Yr Total Return
(2008)
:
-55.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MEMBX
Category
Alpha (against Standard Index)
9.34
12.35
Beta (against Standard Index)
1.23
1.29
Mean Annual Return
0.62
0.71
R-squared (against Standard Index)
87
87.52
Standard Deviation
31.70
33.07
Sharpe Ratio
0.11
N/A
Treynor Ratio
-1.45
N/A
5 Years
Statistic
MEMBX
Category
Alpha (against Standard Index)
7.92
9.15
Beta (against Standard Index)
1.27
1.29
Mean Annual Return
12.87
1.44
R-squared (against Standard Index)
85
85.78
Standard Deviation
27.29
27.65
Sharpe Ratio
0.48
N/A
Treynor Ratio
7.76
N/A
10 Years
Statistic
MEMBX
Category
Alpha (against Standard Index)
9.22
9.81
Beta (against Standard Index)
1.20
1.23
Mean Annual Return
10.44
1.14
R-squared (against Standard Index)
78
76.71
Standard Deviation
24.52
25.41
Sharpe Ratio
0.41
N/A
Treynor Ratio
6.22
N/A
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