MFS Diversified Downside Deviation 
DIFFX  USA Fund  USD 13.17 0.01 0.08% 
Symbol 
 =  0.3146 
SQRT  =  Square root notation 
DV  =  Downside Variance of returns over selected period 
Downside Deviation Comparison
MFS Diversified Income Fund Cla is rated below average in downside deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 3.40 of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for MFS Diversified Income Fund Cla is roughly 3.40
It is the square root of 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 most private investors.Downside Deviation 

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MFS Diversified Technical Signals
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Risk Adjusted Performance  0.103  
Market Risk Adjusted Performance  0.2833  
Mean Deviation  0.1826  
Semi Deviation  0.1011  
Downside Deviation  0.3146  
Coefficient Of Variation  581.12  
Standard Deviation  0.2387  
Variance  0.057  
Information Ratio  (0.28)  
Jensen Alpha  0.02  
Total Risk Alpha  (0.001458)  
Sortino Ratio  (0.21)  
Treynor Ratio  0.2733  
Maximum Drawdown  1.07  
Value At Risk  (0.46)  
Potential Upside  0.3876  
Downside Variance  0.099  
Semi Variance  0.0102  
Expected Short fall  (0.22)  
Skewness  (0.48)  
Kurtosis  0.3045 
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