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MFS Core Growth W (MFCWX)
On
Dec 21
:
15.61
0.14
(0.90%)
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Risk
As of 30-Nov-09
Get
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
Statistic
MFCWX
Category
Alpha (against Standard Index)
1.06
2.20
Beta (against Standard Index)
0.87
0.99
Mean Annual Return
-3.68
-0.14
R-squared (against Standard Index)
93
88.76
Standard Deviation
17.99
21.04
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-6.82
N/A
5 Years
Statistic
MFCWX
Category
Alpha (against Standard Index)
0.51
0.80
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
1.51
0.24
R-squared (against Standard Index)
91
86.59
Standard Deviation
14.94
17.50
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.67
N/A
10 Years
Statistic
MFCWX
Category
Alpha (against Standard Index)
-0.82
-0.13
Beta (against Standard Index)
0.98
1.04
Mean Annual Return
-1.54
0.05
R-squared (against Standard Index)
82
78.99
Standard Deviation
17.51
19.17
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.58
N/A
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