Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 30, 2009, 12:37PM ET - U.S. Markets close in 3 hours and 23 minutes.
Dow
0.03%
Nasdaq
0.04%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
MFS Global Growth B (MWOBX)
On
Dec 29
:
22.02
0.00
(0.00%)
MORE ON MWOBX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.15%
Worst 1 Yr Total Return
(2008)
:
-39.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MWOBX
Category
Alpha (against Standard Index)
2.20
0.27
Beta (against Standard Index)
0.90
0.91
Mean Annual Return
-2.48
-0.17
R-squared (against Standard Index)
96
90.08
Standard Deviation
22.05
22.93
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-5.26
N/A
5 Years
Statistic
MWOBX
Category
Alpha (against Standard Index)
-0.34
-0.86
Beta (against Standard Index)
0.90
0.90
Mean Annual Return
3.77
0.41
R-squared (against Standard Index)
94
88.40
Standard Deviation
18.11
18.93
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.88
N/A
10 Years
Statistic
MWOBX
Category
Alpha (against Standard Index)
-0.21
0.53
Beta (against Standard Index)
0.99
0.92
Mean Annual Return
1.42
0.33
R-squared (against Standard Index)
82
79.83
Standard Deviation
19.60
18.84
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.53
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center