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

Monday, December 7, 2009, 11:02PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Down 0.22%
MFS Emerging Markets Equity C (MEMCX)On Dec 7: 25.29  Down 0.17 (0.67%)  
MORE ON MEMCX
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):34.64%
Worst 1 Yr Total Return (2008):-55.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMEMCXCategory
Alpha (against Standard Index)9.3412.35
Beta (against Standard Index)1.231.29
Mean Annual Return0.630.71
R-squared (against Standard Index)8787.52
Standard Deviation31.7133.07
Sharpe Ratio0.11N/A
Treynor Ratio-1.45N/A
5 Years
StatisticMEMCXCategory
Alpha (against Standard Index)7.939.15
Beta (against Standard Index)1.271.29
Mean Annual Return12.881.44
R-squared (against Standard Index)8585.78
Standard Deviation27.3127.65
Sharpe Ratio0.48N/A
Treynor Ratio7.76N/A
10 Years
StatisticMEMCXCategory
Alpha (against Standard Index)9.229.81
Beta (against Standard Index)1.201.23
Mean Annual Return10.441.14
R-squared (against Standard Index)7876.71
Standard Deviation24.5425.41
Sharpe Ratio0.41N/A
Treynor Ratio6.21N/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