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MFS Global Growth A (MWOFX)
On
Dec 29
:
23.63
0.00
(0.00%)
MORE ON MWOFX
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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)
:
17.00%
Worst 1 Yr Total Return
(2008)
:
-39.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MWOFX
Category
Alpha (against Standard Index)
2.94
0.27
Beta (against Standard Index)
0.90
0.91
Mean Annual Return
-1.76
-0.17
R-squared (against Standard Index)
96
90.08
Standard Deviation
22.06
22.93
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-4.46
N/A
5 Years
Statistic
MWOFX
Category
Alpha (against Standard Index)
0.41
-0.86
Beta (against Standard Index)
0.90
0.90
Mean Annual Return
4.56
0.41
R-squared (against Standard Index)
94
88.40
Standard Deviation
18.12
18.93
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.75
N/A
10 Years
Statistic
MWOFX
Category
Alpha (against Standard Index)
0.54
0.53
Beta (against Standard Index)
0.99
0.92
Mean Annual Return
2.18
0.33
R-squared (against Standard Index)
82
79.83
Standard Deviation
19.62
18.84
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.76
N/A
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