Correlation Analysis Between MFS Blended and American Funds

This module allows you to analyze existing cross correlation between MFS Blended Research Global Equ and American Funds Capital World. You can compare the effects of market volatilities on MFS Blended and American Funds and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in MFS Blended with a short position of American Funds. See also your portfolio center. Please also check ongoing floating volatility patterns of MFS Blended and American Funds.
Horizon     30 Days    Login   to change
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Comparative Performance

MFS Blended Research  
99

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in MFS Blended Research Global Equ are ranked lower than 9 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, MFS Blended is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
American Funds Capital  
66

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in American Funds Capital World are ranked lower than 6 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, American Funds is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.

MFS Blended and American Funds Volatility Contrast

 Predicted Return Density 
      Returns 

MFS Blended Research Global Eq  vs.  American Funds Capital World

 Performance (%) 
      Timeline 
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