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MFS Global Equity C (MWECX)
On
Dec 2
:
19.69
0.04
(0.20%)
MORE ON MWECX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
23.28%
Worst 1 Yr Total Return
(2008)
:
-34.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MWECX
Category
Alpha (against Standard Index)
-0.19
-0.56
Beta (against Standard Index)
0.81
0.91
Mean Annual Return
-3.67
-0.21
R-squared (against Standard Index)
93
90.41
Standard Deviation
20.14
22.89
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.52
N/A
5 Years
Statistic
MWECX
Category
Alpha (against Standard Index)
-0.56
-1.40
Beta (against Standard Index)
0.80
0.90
Mean Annual Return
4.33
0.44
R-squared (against Standard Index)
92
89.02
Standard Deviation
16.46
19.07
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.65
N/A
10 Years
Statistic
MWECX
Category
Alpha (against Standard Index)
1.09
0.66
Beta (against Standard Index)
0.81
0.93
Mean Annual Return
3.50
0.36
R-squared (against Standard Index)
92
79.68
Standard Deviation
15.32
19.07
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.65
N/A
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