MFS Value Downside Variance 
EBVLX  USA Fund  USD 43.32 0.32 0.74% 
Symbol 
 =  0.9241 
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 Value Fund Share Class 52 is one of the top funds in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 6.33 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for MFS Value Fund Share Class 52 is roughly 6.33
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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MFS Value Technical Signals
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Risk Adjusted Performance  0.0483  
Market Risk Adjusted Performance  0.1335  
Mean Deviation  0.5826  
Semi Deviation  0.7668  
Downside Deviation  0.9613  
Coefficient Of Variation  1341.87  
Standard Deviation  0.8812  
Variance  0.7765  
Information Ratio  0.0025  
Jensen Alpha  0.0316  
Total Risk Alpha  (0.02204)  
Sortino Ratio  0.0023  
Treynor Ratio  0.1235  
Maximum Drawdown  5.85  
Value At Risk  (1.52)  
Potential Upside  1.11  
Downside Variance  0.9241  
Semi Variance  0.5881  
Expected Short fall  (0.63)  
Skewness  1.02  
Kurtosis  6.42 
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