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MFS Growth R5 (MFEKX)

71.48 Down 0.05(0.07%) Aug 21

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up2
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):36.74%
Worst 1 Yr Total Return(Dec 30, 2012):17.39%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMFEKXCategory
Alpha (against Standard Index)-0.86-3.54
Beta (against Standard Index)1.021.10
Mean Annual Return1.311.21
R-squared (against Standard Index)87.1288.42
Standard Deviation13.2614.30
Sharpe Ratio1.181.02
Treynor Ratio15.6913.11
5 Years
StatisticMFEKXCategory
Alpha (against Standard Index)-0.56-1.86
Beta (against Standard Index)1.031.07
Mean Annual Return1.371.31
R-squared (against Standard Index)90.3389.97
Standard Deviation14.3214.83
Sharpe Ratio1.141.06
Treynor Ratio15.9814.66
10 Years
StatisticMFEKXCategory
Alpha (against Standard Index)1.810.22
Beta (against Standard Index)0.991.03
Mean Annual Return0.880.77
R-squared (against Standard Index)86.3087.52
Standard Deviation15.6616.20
Sharpe Ratio0.570.47
Treynor Ratio8.216.46