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MFS Core Equity A (MRGAX)
On
Dec 18
:
14.95
0.10
(0.67%)
MORE ON MRGAX
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Risk
As of 30-Nov-09
Get
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)
:
13.97%
Worst 1 Yr Total Return
(2008)
:
-37.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MRGAX
Category
Alpha (against Standard Index)
2.02
0.06
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-4.38
-0.33
R-squared (against Standard Index)
96
95.82
Standard Deviation
21.07
20.42
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.37
N/A
5 Years
Statistic
MRGAX
Category
Alpha (against Standard Index)
1.02
0.04
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
1.52
0.17
R-squared (against Standard Index)
96
95.19
Standard Deviation
17.05
16.64
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.41
N/A
10 Years
Statistic
MRGAX
Category
Alpha (against Standard Index)
1.49
0.81
Beta (against Standard Index)
0.97
0.96
Mean Annual Return
1.01
0.14
R-squared (against Standard Index)
95
91.13
Standard Deviation
16.09
16.39
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.99
N/A
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