MFS Value Sortino Ratio 
ECVLX  USA Fund  USD 42.50 0.02 0.047% 
Symbol 
 =  (0.005064) 
ER[a]  =  Expected return on investing in MFS Value 
ER[b]  =  Expected return on market index or selected benchmark 
DD  =  Downside Deviation 
Sortino Ratio Comparison
MFS Value Fund Share Class 52 is rated below average in sortino ratio among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside riskSortino Ratio 

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MFS Value Technical Signals
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Risk Adjusted Performance  0.0784  
Market Risk Adjusted Performance  18.65  
Mean Deviation  0.6215  
Semi Deviation  0.972  
Downside Deviation  1.15  
Coefficient Of Variation  941.4  
Standard Deviation  0.9188  
Variance  0.8442  
Information Ratio  (0.006327)  
Jensen Alpha  0.0872  
Total Risk Alpha  (0.031983)  
Sortino Ratio  (0.005064)  
Treynor Ratio  18.64  
Maximum Drawdown  4.96  
Value At Risk  (1.25)  
Potential Upside  1.31  
Downside Variance  1.32  
Semi Variance  0.9447  
Expected Short fall  (0.62)  
Skewness  (1.21)  
Kurtosis  5.01 
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