Mfs Diversified Related Correlations
DIFAX Fund | USD 11.79 0.01 0.08% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Mfs Mutual Fund performing well and Mfs Diversified Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Mfs Diversified's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
FPPJX | 0.28 | (0.04) | (0.19) | 0.01 | 0.35 | 0.53 | 1.67 | |||
FPPQX | 0.28 | (0.04) | (0.19) | 0.01 | 0.36 | 0.52 | 1.67 | |||
FPPRX | 0.28 | (0.04) | (0.19) | 0.00 | 0.37 | 0.53 | 1.68 | |||
FPPSX | 0.27 | (0.04) | (0.20) | 0.00 | 0.34 | 0.53 | 1.58 | |||
FPPUX | 0.27 | (0.04) | (0.20) | 0.01 | 0.33 | 0.53 | 1.58 | |||
FPPVX | 0.27 | (0.04) | (0.19) | 0.01 | 0.34 | 0.53 | 1.58 | |||
LFTFX | 0.46 | (0.01) | (0.02) | 0.08 | 0.56 | 0.97 | 2.54 | |||
LFTJX | 0.47 | (0.01) | (0.03) | 0.07 | 0.58 | 0.98 | 2.65 | |||
LFTGX | 0.46 | (0.01) | (0.03) | 0.07 | 0.54 | 0.97 | 2.66 | |||
LFTHX | 0.46 | (0.01) | (0.02) | 0.08 | 0.54 | 0.96 | 2.53 |