MFS Value Information Ratio 
ECVLX  USA Fund  USD 42.23 0.22 0.52% 
Symbol 
 =  (0.016003) 
ER[a]  =  Expected return on investing in MFS Value 
ER[b]  =  Expected return on market index or selected benchmark 
STD[a]  =  Standard Deviation of returns on MFS Value 
Information Ratio Comparison
MFS Value Fund Share Class 52 is rated # 2 fund in information ratio among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The higher the information ratio, the greater the chances of the manager to make money in the future. The information ratio only looks to compute the return per unit of risk undertaken for the alpha component. This is important because alpha returns are risky, as they represent a zero sum game for the market as a whole. In fact, average alpha for the market as a whole is in practice slightly less than zero because of transaction and other costs. Therefore it is easy for a manager to take on ?alpha risk? and lose money that will bite into the beta returns.Information Ratio 

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  0.0588  
Market Risk Adjusted Performance  0.0764  
Mean Deviation  0.7054  
Semi Deviation  1.13  
Downside Deviation  1.25  
Coefficient Of Variation  1513.53  
Standard Deviation  1.01  
Variance  1.01  
Information Ratio  (0.016003)  
Jensen Alpha  (0.00531)  
Total Risk Alpha  (0.027631)  
Sortino Ratio  (0.012842)  
Treynor Ratio  0.0664  
Maximum Drawdown  5.38  
Value At Risk  (1.51)  
Potential Upside  1.58  
Downside Variance  1.57  
Semi Variance  1.28  
Expected Short fall  (0.70)  
Skewness  (1.05)  
Kurtosis  3.22 
Search macroaxis.com