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MFS Global Equity I (MWEIX)
On
Dec 30
:
22.25
0.06
(0.27%)
MORE ON MWEIX
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Risk
As of 30-Nov-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)
:
24.48%
Worst 1 Yr Total Return
(2008)
:
-33.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MWEIX
Category
Alpha (against Standard Index)
2.05
0.27
Beta (against Standard Index)
0.82
0.91
Mean Annual Return
-1.84
-0.17
R-squared (against Standard Index)
92
90.08
Standard Deviation
20.34
22.93
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-5.04
N/A
5 Years
Statistic
MWEIX
Category
Alpha (against Standard Index)
1.19
-0.86
Beta (against Standard Index)
0.80
0.90
Mean Annual Return
5.37
0.41
R-squared (against Standard Index)
91
88.40
Standard Deviation
16.47
18.93
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.98
N/A
10 Years
Statistic
MWEIX
Category
Alpha (against Standard Index)
2.05
0.53
Beta (against Standard Index)
0.81
0.92
Mean Annual Return
4.37
0.33
R-squared (against Standard Index)
92
79.83
Standard Deviation
15.27
18.84
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.78
N/A
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