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 Dow Down0.42% Nasdaq Down0.52%

MFS Growth R4 (MFEJX)

68.43 Down 0.40(0.58%) Jul 10

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up6
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):38.51%
Worst 1 Yr Total Return(Dec 30, 2008):-37.42%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMFEJXCategory
Alpha (against Standard Index)-0.20-3.03
Beta (against Standard Index)1.001.09
Mean Annual Return1.331.10
R-squared (against Standard Index)86.2888.17
Standard Deviation13.2114.37
Sharpe Ratio1.210.92
Treynor Ratio16.1711.93
5 Years
StatisticMFEJXCategory
Alpha (against Standard Index)-0.40-1.98
Beta (against Standard Index)1.031.06
Mean Annual Return1.531.42
R-squared (against Standard Index)90.4990.04
Standard Deviation14.4915.05
Sharpe Ratio1.261.13
Treynor Ratio18.1916.12
10 Years
StatisticMFEJXCategory
Alpha (against Standard Index)1.83-0.07
Beta (against Standard Index)1.001.04
Mean Annual Return0.870.73
R-squared (against Standard Index)85.7787.47
Standard Deviation15.8916.31
Sharpe Ratio0.560.44
Treynor Ratio7.975.90