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    MFS Utilities A (MMUFX)

    21.61 Up 0.01(0.05%) Apr 1

    Risk as of Feb 27, 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
    StatisticMMUFXCategory
    Alpha (against Standard Index)4.797.12
    Beta (against Standard Index)0.770.51
    Mean Annual Return1.141.09
    R-squared (against Standard Index)61.9929.22
    Standard Deviation10.2110.98
    Sharpe Ratio1.331.19
    Treynor Ratio18.1228.59
    5 Years
    StatisticMMUFXCategory
    Alpha (against Standard Index)6.027.02
    Beta (against Standard Index)0.710.51
    Mean Annual Return1.171.06
    R-squared (against Standard Index)76.7545.89
    Standard Deviation11.8211.26
    Sharpe Ratio1.181.13
    Treynor Ratio19.9027.77
    10 Years
    StatisticMMUFXCategory
    Alpha (against Standard Index)5.854.06
    Beta (against Standard Index)0.780.60
    Mean Annual Return1.010.77
    R-squared (against Standard Index)77.3054.22
    Standard Deviation14.7013.62
    Sharpe Ratio0.720.57
    Treynor Ratio12.9612.15