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MFS Core Growth B (MFCBX)
On
Dec 7
:
14.25
0.07
(0.49%)
MORE ON MFCBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
14.14%
Worst 1 Yr Total Return
(2008)
:
-36.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFCBX
Category
Alpha (against Standard Index)
0.21
2.45
Beta (against Standard Index)
0.87
1.00
Mean Annual Return
-5.55
-0.24
R-squared (against Standard Index)
92
88.47
Standard Deviation
17.71
20.84
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.16
N/A
5 Years
Statistic
MFCBX
Category
Alpha (against Standard Index)
-0.32
0.94
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
0.35
0.21
R-squared (against Standard Index)
91
86.37
Standard Deviation
14.83
17.46
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.02
N/A
10 Years
Statistic
MFCBX
Category
Alpha (against Standard Index)
-0.90
0.18
Beta (against Standard Index)
0.98
1.04
Mean Annual Return
-2.03
0.04
R-squared (against Standard Index)
80
78.62
Standard Deviation
17.61
19.22
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.11
N/A
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