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MFS Global Total Return C (MFWCX)
On
Dec 24
:
12.87
0.02
(0.16%)
MORE ON MFWCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.92%
Worst 1 Yr Total Return
(2008)
:
-16.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFWCX
Category
Alpha (against Standard Index)
0.37
-0.66
Beta (against Standard Index)
0.94
1.11
Mean Annual Return
1.44
0.10
R-squared (against Standard Index)
90
86.52
Standard Deviation
13.07
15.80
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.88
N/A
5 Years
Statistic
MFWCX
Category
Alpha (against Standard Index)
0.17
0.55
Beta (against Standard Index)
0.92
1.12
Mean Annual Return
4.83
0.51
R-squared (against Standard Index)
88
86.03
Standard Deviation
10.64
13.17
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.99
N/A
10 Years
Statistic
MFWCX
Category
Alpha (against Standard Index)
0.74
1.09
Beta (against Standard Index)
0.88
1.07
Mean Annual Return
5.45
0.55
R-squared (against Standard Index)
82
79.45
Standard Deviation
9.63
12.02
Sharpe Ratio
0.30
N/A
Treynor Ratio
2.87
N/A
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