MFS Diversified Total Risk Alpha

DIFFX -- USA Fund  

USD 13.14  0.03  0.23%

MFS Diversified total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for MFS Diversified Income Fund Cla or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Symbol
Refresh
MFS Diversified Income Fund Cla has current Total Risk Alpha of (0.016082). The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha 
 = 
RFR + (ER[b] - ER[a]) 
x  
STD[a] / STD[b] 
 = 
(0.016082)
ER[a] =   Expected return on investing in MFS Diversified
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on MFS Diversified
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

MFS Diversified Income Fund Cla is one of the top funds in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
Compare MFS Diversified to competition

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked.
Explore Thematic Ideas
Explore Investing Ideas  
Search macroaxis.com