MFS Blended Coefficient Of Variation 
BRLTX  USA Fund  USD 12.29 0.09 0.74% 
Symbol 
 =  425.4 
ER  =  Expected return on investing in MFS Blended 
STD  =  Standard Deviation of returns on MFS Blended 
Coefficient Of Variation Comparison
MFS Blended Research Global Equ is rated below average in coefficient of variation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 0.0078 of Maximum Drawdown per Coefficient Of Variation. The ratio of Coefficient Of Variation to Maximum Drawdown for MFS Blended Research Global Equ is roughly 128.94
CV is the measure of price and return dispersion sometimes known as unitized risk or the variation coefficient. The CV is derived from the ratio of the standard deviation to the nonzero mean and the absolute value is taken for the mean to ensure it always positive. It is sometimes expressed as percentage, in which case the CV is multiplied by 100.Coefficient of Variation for a single equity instrument describes the dispersion of price movement or daily returns. The higher the Coefficient of Variation, the greater the dispersion of prices and the more riskier is the asset.Coefficient Of Variation 

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Risk Adjusted Performance  0.1722  
Market Risk Adjusted Performance  0.1886  
Mean Deviation  0.5259  
Semi Deviation  0.5387  
Downside Deviation  0.778  
Coefficient Of Variation  425.4  
Standard Deviation  0.6962  
Variance  0.4847  
Information Ratio  0.034  
Jensen Alpha  0.0418  
Total Risk Alpha  0.0305  
Sortino Ratio  0.0304  
Treynor Ratio  0.1786  
Maximum Drawdown  3.3  
Value At Risk  (1.14)  
Potential Upside  1.24  
Downside Variance  0.6053  
Semi Variance  0.2902  
Expected Short fall  (0.63)  
Skewness  (0.71)  
Kurtosis  1.13 
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