Mfs Emerging Related Correlations
EMLMX Fund | USD 5.38 0.03 0.55% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Mfs Mutual Fund performing well and Mfs Emerging 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 Emerging'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
PELBX | 0.29 | (0.05) | 0.00 | (0.09) | 0.00 | 0.51 | 2.25 | |||
PELCX | 0.27 | (0.06) | 0.00 | (0.10) | 0.00 | 0.51 | 2.08 | |||
PELNX | 0.28 | (0.05) | 0.00 | (0.10) | 0.00 | 0.51 | 2.08 | |||
EEICX | 0.30 | (0.05) | 0.00 | (0.05) | 0.00 | 0.59 | 2.06 |