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MFS Bond R4 (MFBJX)
On
Dec 18
:
12.80
0.02
(0.16%)
MORE ON MFBJX
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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)
:
5.22%
Worst 1 Yr Total Return
(2008)
:
-9.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFBJX
Category
Alpha (against Standard Index)
-0.88
-1.73
Beta (against Standard Index)
1.24
1.02
Mean Annual Return
6.24
0.39
R-squared (against Standard Index)
41
59.65
Standard Deviation
7.79
5.93
Sharpe Ratio
0.52
N/A
Treynor Ratio
3.21
N/A
5 Years
Statistic
MFBJX
Category
Alpha (against Standard Index)
-0.39
-1.13
Beta (against Standard Index)
1.18
0.98
Mean Annual Return
5.42
0.35
R-squared (against Standard Index)
46
61.85
Standard Deviation
6.31
4.90
Sharpe Ratio
0.39
N/A
Treynor Ratio
2.06
N/A
10 Years
Statistic
MFBJX
Category
Alpha (against Standard Index)
-0.23
-0.67
Beta (against Standard Index)
1.14
0.96
Mean Annual Return
6.63
0.46
R-squared (against Standard Index)
59
70.95
Standard Deviation
5.55
4.48
Sharpe Ratio
0.66
N/A
Treynor Ratio
3.25
N/A
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