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

Saturday, December 26, 2009, 9:12PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
MFS Global Equity A (MWEFX)On Dec 24: 21.75  Up 0.11 (0.51%)  
MORE ON MWEFX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get 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):24.18%
Worst 1 Yr Total Return (2008):-34.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMWEFXCategory
Alpha (against Standard Index)1.790.27
Beta (against Standard Index)0.820.91
Mean Annual Return-2.10-0.17
R-squared (against Standard Index)9290.08
Standard Deviation20.3422.93
Sharpe Ratio-0.11N/A
Treynor Ratio-5.36N/A
5 Years
StatisticMWEFXCategory
Alpha (against Standard Index)0.94-0.86
Beta (against Standard Index)0.800.90
Mean Annual Return5.100.41
R-squared (against Standard Index)9188.40
Standard Deviation16.4718.93
Sharpe Ratio0.21N/A
Treynor Ratio2.64N/A
10 Years
StatisticMWEFXCategory
Alpha (against Standard Index)1.800.53
Beta (against Standard Index)0.810.92
Mean Annual Return4.120.33
R-squared (against Standard Index)9279.83
Standard Deviation15.2618.84
Sharpe Ratio0.15N/A
Treynor Ratio1.47N/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