MFS Value Skewness 
EBVLX  USA Fund  USD 43.32 0.32 0.74% 
Symbol 
 =  1.02 
3PM  =  Third upper moment 
STD  =  Standard Deviation of MFS Value 
Skewness Comparison
MFS Value Fund Share Class 52 is one of the top funds in skewness among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 5.72 of Maximum Drawdown per Skewness. The ratio of Maximum Drawdown to Skewness for MFS Value Fund Share Class 52 is roughly 5.72
Skewness risk is the risk that a model assumes a normal distribution of instrument returns when in fact the returns is skewed to the left or right of the mean. A positive skew indicates that the tail on the right side is longer than the left side and the bulk of the values lie to the left of the mean. A zero value indicates that the values are relatively evenly distributed on both sides of the mean, typically (but not necessarily) implying a symmetric distribution.Skewness 

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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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