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MFS Emerging Markets Equity I (MEMIX)
On
Dec 1
:
28.87
0.69
(2.45%)
MORE ON MEMIX
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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)
:
35.95%
Worst 1 Yr Total Return
(2008)
:
-55.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MEMIX
Category
Alpha (against Standard Index)
10.34
12.35
Beta (against Standard Index)
1.23
1.29
Mean Annual Return
1.63
0.71
R-squared (against Standard Index)
87
87.52
Standard Deviation
31.72
33.07
Sharpe Ratio
0.14
N/A
Treynor Ratio
-0.64
N/A
5 Years
Statistic
MEMIX
Category
Alpha (against Standard Index)
8.93
9.15
Beta (against Standard Index)
1.27
1.29
Mean Annual Return
14.00
1.44
R-squared (against Standard Index)
85
85.78
Standard Deviation
27.32
27.65
Sharpe Ratio
0.52
N/A
Treynor Ratio
8.64
N/A
10 Years
Statistic
MEMIX
Category
Alpha (against Standard Index)
10.23
9.81
Beta (against Standard Index)
1.20
1.23
Mean Annual Return
11.55
1.14
R-squared (against Standard Index)
78
76.71
Standard Deviation
24.54
25.41
Sharpe Ratio
0.45
N/A
Treynor Ratio
7.14
N/A
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