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MFS Core Equity R1 (MRGGX)
On
Dec 11
:
13.72
0.03
(0.22%)
MORE ON MRGGX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.47%
Worst 1 Yr Total Return
(2008)
:
-38.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MRGGX
Category
Alpha (against Standard Index)
1.33
0.06
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-5.04
-0.33
R-squared (against Standard Index)
96
95.82
Standard Deviation
21.09
20.42
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.00
N/A
5 Years
Statistic
MRGGX
Category
Alpha (against Standard Index)
0.30
0.04
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
0.79
0.17
R-squared (against Standard Index)
96
95.19
Standard Deviation
17.06
16.64
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.11
N/A
10 Years
Statistic
MRGGX
Category
Alpha (against Standard Index)
0.75
0.81
Beta (against Standard Index)
0.97
0.96
Mean Annual Return
0.27
0.14
R-squared (against Standard Index)
95
91.13
Standard Deviation
16.09
16.39
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.75
N/A
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