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MFS Core Growth A (MFCAX)
On
Dec 4
:
15.35
0.08
(0.52%)
MORE ON MFCAX
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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
(2007)
:
14.90%
Worst 1 Yr Total Return
(2008)
:
-36.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFCAX
Category
Alpha (against Standard Index)
0.89
2.45
Beta (against Standard Index)
0.87
1.00
Mean Annual Return
-4.92
-0.24
R-squared (against Standard Index)
92
88.47
Standard Deviation
17.73
20.84
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-8.42
N/A
5 Years
Statistic
MFCAX
Category
Alpha (against Standard Index)
0.35
0.94
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
1.02
0.21
R-squared (against Standard Index)
91
86.37
Standard Deviation
14.85
17.46
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.26
N/A
10 Years
Statistic
MFCAX
Category
Alpha (against Standard Index)
-0.25
0.18
Beta (against Standard Index)
0.98
1.04
Mean Annual Return
-1.39
0.04
R-squared (against Standard Index)
80
78.62
Standard Deviation
17.61
19.22
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.45
N/A
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