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MFS Core Growth R1 (MFCGX)
On
Dec 15
:
14.32
0.05
(0.35%)
MORE ON MFCGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
14.00%
Worst 1 Yr Total Return
(2008)
:
-36.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFCGX
Category
Alpha (against Standard Index)
0.09
2.20
Beta (against Standard Index)
0.87
0.99
Mean Annual Return
-4.60
-0.14
R-squared (against Standard Index)
93
88.76
Standard Deviation
17.97
21.04
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-7.89
N/A
5 Years
Statistic
MFCGX
Category
Alpha (against Standard Index)
-0.40
0.80
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
0.60
0.24
R-squared (against Standard Index)
91
86.59
Standard Deviation
14.92
17.50
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.70
N/A
10 Years
Statistic
MFCGX
Category
Alpha (against Standard Index)
-1.65
-0.13
Beta (against Standard Index)
0.97
1.04
Mean Annual Return
-2.35
0.05
R-squared (against Standard Index)
82
78.99
Standard Deviation
17.49
19.17
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.42
N/A
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