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MFS International Growth R1 (MGRRX)
On
Dec 28
:
19.79
0.07
(0.35%)
MORE ON MGRRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGRRX
Category
Alpha (against Standard Index)
3.64
1.72
Beta (against Standard Index)
0.98
1.03
Mean Annual Return
-1.79
-0.10
R-squared (against Standard Index)
97
93.99
Standard Deviation
23.68
25.56
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-4.17
N/A
5 Years
Statistic
MGRRX
Category
Alpha (against Standard Index)
1.91
0.68
Beta (against Standard Index)
0.98
1.03
Mean Annual Return
6.11
0.57
R-squared (against Standard Index)
97
93.91
Standard Deviation
19.61
20.91
Sharpe Ratio
0.25
N/A
Treynor Ratio
3.18
N/A
10 Years
Statistic
MGRRX
Category
Alpha (against Standard Index)
1.80
-0.08
Beta (against Standard Index)
0.97
1.05
Mean Annual Return
3.75
0.29
R-squared (against Standard Index)
95
87.06
Standard Deviation
17.94
20.42
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.85
N/A
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