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MFS Global Total Return A (MFWTX)
On
Dec 29
:
12.73
0.01
(0.08%)
MORE ON MFWTX
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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)
:
16.62%
Worst 1 Yr Total Return
(2008)
:
-15.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFWTX
Category
Alpha (against Standard Index)
1.05
-0.66
Beta (against Standard Index)
0.94
1.11
Mean Annual Return
2.13
0.10
R-squared (against Standard Index)
90
86.52
Standard Deviation
13.08
15.80
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.15
N/A
5 Years
Statistic
MFWTX
Category
Alpha (against Standard Index)
0.84
0.55
Beta (against Standard Index)
0.93
1.12
Mean Annual Return
5.53
0.51
R-squared (against Standard Index)
88
86.03
Standard Deviation
10.65
13.17
Sharpe Ratio
0.28
N/A
Treynor Ratio
2.74
N/A
10 Years
Statistic
MFWTX
Category
Alpha (against Standard Index)
1.39
1.09
Beta (against Standard Index)
0.88
1.07
Mean Annual Return
6.14
0.55
R-squared (against Standard Index)
82
79.45
Standard Deviation
9.64
12.02
Sharpe Ratio
0.37
N/A
Treynor Ratio
3.66
N/A
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