MFS Diversified Standard Deviation 
DIFFX  USA Fund  USD 13.16 0.04 0.30% 
Symbol 
 =  0.2489 
SQRT  =  Square root notation 
V  =  Variance of MFS Diversified returns 
Standard Deviation Comparison
MFS Diversified Income Fund Cla is rated below average in standard deviation among similar funds. It is rated below average in maximum drawdown among similar funds reporting about 4.30 of Maximum Drawdown per Standard Deviation. The ratio of Maximum Drawdown to Standard Deviation for MFS Diversified Income Fund Cla is roughly 4.30
Standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility. Standard deviation is also known as historical volatility and is used by investors as a gauge for the amount of expected market volatility. A large standard deviation usually indicates that the data points are far from the mean and a small standard deviation indicates that they are clustered closely around the mean.Standard Deviation 

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MFS Diversified Technical Signals
All MFS Diversified Technical Indicators
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Risk Adjusted Performance  0.1229  
Market Risk Adjusted Performance  0.3003  
Mean Deviation  0.1953  
Semi Deviation  0.079  
Downside Deviation  0.3106  
Coefficient Of Variation  516.04  
Standard Deviation  0.2489  
Variance  0.062  
Information Ratio  (0.37)  
Jensen Alpha  0.0211  
Total Risk Alpha  (0.005796)  
Sortino Ratio  (0.30)  
Treynor Ratio  0.2903  
Maximum Drawdown  1.07  
Value At Risk  (0.46)  
Potential Upside  0.4623  
Downside Variance  0.0965  
Semi Variance  0.0062  
Expected Short fall  (0.24)  
Skewness  (0.43)  
Kurtosis  0.0166 
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