MFS Diversified Downside Variance 
DIFEX  USA Fund  USD 13.06 0.01 0.08% 
Symbol 
 =  0.1066 
SUM  =  Summation notation 
RET DEV  =  Actual returns deviation over selected period 
N(ER)  =  Number of points with returns less than expected return for the period 
Downside Variance Comparison
MFS Diversified Income Fund Cla is rated below average in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 9.50 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for MFS Diversified Income Fund Cla is roughly 9.50
Downside Variance is the probabilityweighted squared belowtarget returns. The squaring of the belowtarget returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decisionmaking under.Downside Variance 

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Risk Adjusted Performance  0.0841  
Market Risk Adjusted Performance  0.1525  
Mean Deviation  0.1909  
Semi Deviation  0.16  
Downside Deviation  0.3266  
Coefficient Of Variation  780.87  
Standard Deviation  0.2468  
Variance  0.0609  
Information Ratio  (0.30)  
Jensen Alpha  0.0072  
Total Risk Alpha  (0.006141)  
Sortino Ratio  (0.23)  
Treynor Ratio  0.1425  
Maximum Drawdown  1.01  
Value At Risk  (0.38)  
Potential Upside  0.3861  
Downside Variance  0.1066  
Semi Variance  0.0256  
Expected Short fall  (0.23)  
Skewness  (0.54)  
Kurtosis  0.1241 
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