Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Friday, December 4, 2009, 1:09PM ET - U.S. Markets close in 2 hours and 51 minutes. Dow Up 0.27% Nasdaq Up 0.73%
MFS Research I (MRFIX)On Dec 3: 21.92  Down 0.22 (0.99%)  
MORE ON MRFIX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):15.93%
Worst 1 Yr Total Return (2008):-36.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMRFIXCategory
Alpha (against Standard Index)3.760.38
Beta (against Standard Index)0.991.00
Mean Annual Return-3.39-0.41
R-squared (against Standard Index)9795.50
Standard Deviation19.6520.09
Sharpe Ratio-0.20N/A
Treynor Ratio-5.86N/A
5 Years
StatisticMRFIXCategory
Alpha (against Standard Index)2.410.26
Beta (against Standard Index)1.001.01
Mean Annual Return2.730.16
R-squared (against Standard Index)9594.84
Standard Deviation16.2916.47
Sharpe Ratio0.07N/A
Treynor Ratio-0.30N/A
10 Years
StatisticMRFIXCategory
Alpha (against Standard Index)1.260.84
Beta (against Standard Index)1.040.97
Mean Annual Return-0.060.11
R-squared (against Standard Index)9191.16
Standard Deviation17.6116.35
Sharpe Ratio-0.08N/A
Treynor Ratio-2.90N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center