MFS Value Downside Variance 
MFS 
ECVLX  USA Fund  USD 43.69 0.28 0.64% 
Symbol 
 =  0.3886 
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 rated below average in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 7.82 of Maximum Drawdown per Downside Variance. The ratio of Maximum Drawdown to Downside Variance for MFS Value Fund Share Class 52 is roughly 7.81
Downside Variance 

Compare MFS Value to competition 
Thematic Opportunities
Explore Investment Opportunities
MFS Value Technical Signals
All MFS Value Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.091  
Market Risk Adjusted Performance  0.2501  
Mean Deviation  0.3892  
Semi Deviation  0.3901  
Downside Deviation  0.6233  
Coefficient Of Variation  526.44  
Standard Deviation  0.53  
Variance  0.2809  
Information Ratio  (0.09)  
Jensen Alpha  0.0393  
Total Risk Alpha  (0.06)  
Sortino Ratio  (0.07)  
Treynor Ratio  0.2401  
Maximum Drawdown  3.04  
Value At Risk  (0.80)  
Potential Upside  0.8547  
Downside Variance  0.3886  
Semi Variance  0.1522  
Expected Short fall  (0.41)  
Skewness  (0.63)  
Kurtosis  1.56 