• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up1.23% Nasdaq Up1.74%

    MFS Utilities A (MMUFX)

    18.84 Up 0.37(2.00%) Oct 2

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up18
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):35.96%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.54%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.032.62
    Beta (against Standard Index)0.840.67
    Mean Annual Return0.830.75
    R-squared (against Standard Index)62.2636.20
    Standard Deviation10.4611.56
    Sharpe Ratio0.950.78
    Treynor Ratio11.7213.12
    5 Years
    Alpha (against Standard Index)4.525.34
    Beta (against Standard Index)0.720.50
    Mean Annual Return0.980.87
    R-squared (against Standard Index)74.0741.35
    Standard Deviation11.3010.95
    Sharpe Ratio1.040.94
    Treynor Ratio16.2822.89
    10 Years
    Alpha (against Standard Index)4.722.78
    Beta (against Standard Index)0.780.62
    Mean Annual Return0.850.61
    R-squared (against Standard Index)77.8056.97
    Standard Deviation14.8713.88
    Sharpe Ratio0.600.44
    Treynor Ratio10.368.68