Mfs Diversified Related Correlations
DIFFX Fund | USD 11.76 0.05 0.43% |
Correlations
1.0 | 0.96 | 0.65 | 0.95 | GSBIX | ||
1.0 | 0.96 | 0.66 | 0.95 | GSBFX | ||
0.96 | 0.96 | 0.68 | 0.85 | FNCFX | ||
0.65 | 0.66 | 0.68 | 0.53 | LAUYX | ||
0.95 | 0.95 | 0.85 | 0.53 | GLRIX | ||
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
GSBIX | 0.27 | (0.02) | (0.11) | 0.04 | 0.36 | 0.59 | 1.72 | |||
GSBFX | 0.27 | (0.02) | (0.12) | 0.04 | 0.37 | 0.59 | 1.77 | |||
FNCFX | 0.24 | (0.02) | (0.09) | 0.03 | 0.30 | 0.45 | 2.14 | |||
LAUYX | 0.29 | (0.04) | 0.00 | (0.06) | 0.00 | 0.42 | 2.08 | |||
GLRIX | 0.33 | (0.01) | (0.09) | 0.05 | 0.33 | 0.62 | 2.01 |