Mfs Global Related Correlations
MWEGX Fund | USD 39.69 0.37 0.92% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Mfs Mutual Fund performing well and Mfs Global 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 Global'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 | 0.27 | (0.04) | (0.18) | 0.00 | 0.36 | 0.52 | 1.67 | |||
FPPQX | 0.27 | (0.04) | (0.19) | 0.00 | 0.36 | 0.44 | 1.67 | |||
FPPRX | 0.28 | (0.04) | (0.19) | (0.01) | 0.38 | 0.53 | 1.68 | |||
FPPSX | 0.27 | (0.04) | (0.19) | 0.00 | 0.35 | 0.53 | 1.58 | |||
FPPUX | 0.27 | (0.03) | (0.19) | 0.00 | 0.34 | 0.52 | 1.58 | |||
FPPVX | 0.27 | (0.04) | (0.18) | 0.00 | 0.34 | 0.52 | 1.58 | |||
LFTMX | 0.47 | (0.01) | (0.02) | 0.07 | 0.53 | 0.97 | 2.64 | |||
LFTKX | 0.45 | (0.01) | (0.02) | 0.07 | 0.52 | 0.95 | 2.65 | |||
UIVNX | 0.62 | (0.02) | (0.01) | 0.06 | 0.77 | 1.29 | 3.28 | |||
OTCHX | 0.72 | (0.05) | (0.04) | 0.04 | 0.86 | 1.57 | 3.85 |