Mfs Value Related Correlations
MEIIX Fund | USD 49.75 0.40 0.81% |
Correlations
0.95 | 0.87 | 0.95 | 0.43 | MSFRX | ||
0.95 | 0.91 | 0.95 | 0.23 | MGIAX | ||
0.87 | 0.91 | 0.87 | 0.13 | MFEGX | ||
0.95 | 0.95 | 0.87 | 0.43 | MIDAX | ||
0.43 | 0.23 | 0.13 | 0.43 | MFBFX | ||
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Risk-Adjusted Indicators
There is a big difference between Mfs Mutual Fund performing well and Mfs Value 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 Value'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
MSFRX | 0.34 | (0.02) | (0.09) | 0.04 | 0.45 | 0.64 | 2.45 | |||
MGIAX | 0.49 | 0.03 | 0.03 | 0.11 | 0.51 | 1.14 | 2.91 | |||
MFEGX | 0.83 | 0.03 | 0.04 | 0.10 | 0.82 | 1.86 | 5.10 | |||
MIDAX | 0.45 | (0.04) | (0.10) | 0.02 | 0.54 | 0.85 | 2.75 | |||
MFBFX | 0.30 | (0.05) | 0.00 | (0.10) | 0.00 | 0.49 | 1.88 |