MFS Value Risk Adjusted Performance

ECVLX -- USA Fund  

USD 43.19  0.86  1.95%

MFS Value risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for MFS Value Fund Share Class 52 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
MFS Value Fund Share Class 52 has current Risk Adjusted Performance of 0.0685.
(ER[a] - RFR) * STD[b])/STD[b] 
ER[a] =   Expected return on investing in MFS Value
RFR =   Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Comparison

MFS Value Fund Share Class 52 is one of the top funds in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  44.33  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for MFS Value Fund Share Class 52 is roughly  44.33 
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