MFS Blended Manager Performance Evaluation

BRKAX -- USA Fund  

USD 11.66  0.00  0.00%

The fund secures Beta (Market Risk) of -0.0312 which conveys that as returns on market increase, returns on owning MFS Blended are expected to decrease at a much smaller rate. During bear market, MFS Blended is likely to outperform the market. Although it is vital to follow to MFS Blended Research price patterns, it is good to be conservative about what you can actually do with the information regarding equity historical price patterns. The approach into estimating future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting MFS Blended Research technical indicators you can now evaluate if the expected return of 0.2765% will be sustainable into the future.
Horizon     30 Days    Login   to change

MFS Blended Research Relative Risk vs. Return Landscape

If you would invest  1,144  in MFS Blended Research Em Mkts Eq A on January 20, 2019 and sell it today you would earn a total of  22.00  from holding MFS Blended Research Em Mkts Eq A or generate 1.92% return on investment over 30 days. MFS Blended Research Em Mkts Eq A is currently producing 0.2765% returns and takes up 0.9781% volatility of returns over 30 trading days. Put another way, 8% of traded equities are less volatile than the company and 95% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, MFS Blended is expected to generate 1.54 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.95 times less risky than the market. It trades about 0.28 of its potential returns per unit of risk. The DOW is currently generating roughly 0.22 of returns per unit of risk over similar time horizon.

MFS Blended Current Valuation

Not valued
February 19, 2019
11.66
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
MFS Blended is Unknown risk asset. MFS Blended Research last-minute Real Value cannot be determined due to lack of data. The latest price of MFS Blended Research is $11.66. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of MFS Blended Research from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point future time entities prices and their ongoing real values will merge together.

MFS Blended Market Risk Analysis

Sharpe Ratio = 0.2827
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsBRKAX
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

MFS Blended Relative Performance Indicators

Estimated Market Risk
 0.98
  actual daily
 
 8 %
of total potential
 
8
Expected Return
 0.28
  actual daily
 
 5 %
of total potential
 
5
Risk-Adjusted Return
 0.28
  actual daily
 
 18 %
of total potential
 
18
Based on monthly moving average MFS Blended is performing at about 18% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of MFS Blended by adding it to a well-diversified portfolio.

MFS Blended Performance Rating

MFS Blended Research Em Mkts Eq A Risk Adjusted Performance Analysis

18

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in MFS Blended Research Em Mkts Eq A are ranked lower than 18 (%) of all funds and portfolios of funds over the last 30 days.

MFS Blended Alerts

Equity Alerts and Improvement Suggestions

MFS Blended Research is not yet fully synchronised with the market data
The fund holds 97.69% of its assets under management (AUM) in equities

MFS Blended Performance Indicators

MFS Blended Research Basic Price Performance Measures

Fifty Two Week Low11.35
Fifty Two Week High16.28
Annual Report Expense Ratio1.23%
Check also Trending Equities. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
Search macroaxis.com