Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, December 21, 2009, 7:15PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
MFS Core Growth W (MFCWX)On Dec 21: 15.61  Up 0.14 (0.90%)  
MORE ON MFCWX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):15.19%
Worst 1 Yr Total Return (2008):-36.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMFCWXCategory
Alpha (against Standard Index)1.062.20
Beta (against Standard Index)0.870.99
Mean Annual Return-3.68-0.14
R-squared (against Standard Index)9388.76
Standard Deviation17.9921.04
Sharpe Ratio-0.24N/A
Treynor Ratio-6.82N/A
5 Years
StatisticMFCWXCategory
Alpha (against Standard Index)0.510.80
Beta (against Standard Index)0.891.01
Mean Annual Return1.510.24
R-squared (against Standard Index)9186.59
Standard Deviation14.9417.50
Sharpe Ratio-0.02N/A
Treynor Ratio-1.67N/A
10 Years
StatisticMFCWXCategory
Alpha (against Standard Index)-0.82-0.13
Beta (against Standard Index)0.981.04
Mean Annual Return-1.540.05
R-squared (against Standard Index)8278.99
Standard Deviation17.5119.17
Sharpe Ratio-0.17N/A
Treynor Ratio-4.58N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center