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MFS Bond R3 (MFBHX)
On
Dec 17
:
12.81
0.06
(0.47%)
MORE ON MFBHX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.82%
Worst 1 Yr Total Return
(2008)
:
-9.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFBHX
Category
Alpha (against Standard Index)
-1.14
-1.73
Beta (against Standard Index)
1.23
1.02
Mean Annual Return
5.96
0.39
R-squared (against Standard Index)
41
59.65
Standard Deviation
7.78
5.93
Sharpe Ratio
0.49
N/A
Treynor Ratio
2.99
N/A
5 Years
Statistic
MFBHX
Category
Alpha (against Standard Index)
-0.64
-1.13
Beta (against Standard Index)
1.18
0.98
Mean Annual Return
5.15
0.35
R-squared (against Standard Index)
46
61.85
Standard Deviation
6.29
4.90
Sharpe Ratio
0.36
N/A
Treynor Ratio
1.83
N/A
10 Years
Statistic
MFBHX
Category
Alpha (against Standard Index)
-0.36
-0.67
Beta (against Standard Index)
1.14
0.96
Mean Annual Return
6.50
0.46
R-squared (against Standard Index)
59
70.95
Standard Deviation
5.54
4.48
Sharpe Ratio
0.64
N/A
Treynor Ratio
3.13
N/A
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