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MFS Government Securities C (MFGDX)
On
Dec 22
:
10.10
0.02
(0.20%)
MORE ON MFGDX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
7.58%
Worst 1 Yr Total Return
(2005)
:
1.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFGDX
Category
Alpha (against Standard Index)
0.71
0.23
Beta (against Standard Index)
0.76
0.76
Mean Annual Return
6.14
0.46
R-squared (against Standard Index)
80
64.12
Standard Deviation
3.41
3.94
Sharpe Ratio
1.07
N/A
Treynor Ratio
5.09
N/A
5 Years
Statistic
MFGDX
Category
Alpha (against Standard Index)
-0.26
-0.23
Beta (against Standard Index)
0.81
0.78
Mean Annual Return
4.75
0.39
R-squared (against Standard Index)
84
69.48
Standard Deviation
3.14
3.41
Sharpe Ratio
0.54
N/A
Treynor Ratio
2.17
N/A
10 Years
Statistic
MFGDX
Category
Alpha (against Standard Index)
-0.91
-0.47
Beta (against Standard Index)
0.92
0.84
Mean Annual Return
5.19
0.44
R-squared (against Standard Index)
90
78.01
Standard Deviation
3.66
3.66
Sharpe Ratio
0.61
N/A
Treynor Ratio
2.47
N/A
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