MFS Emerging Jensen Alpha 
EMLIX  USA Fund  USD 6.86 0.02 0.29% 
Symbol 
 =  (0.007025) 
ER[a]  =  Expected return on investing in MFS Emerging 
ER[b]  =  Expected return on market index or selected benchmark 
BETA  =  Beta coefficient between MFS Emerging and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Jensen Alpha Comparison
MFS Emerging Markets Debt Local is rated below average in jensen alpha among similar funds. It is rated # 3 fund in maximum drawdown among similar funds .
Jensen alpha is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk free rate (RF), plus the market risk premium (which is given by [Beta x (Market Portfolio Return  Risk Free Rate)]. Anything remaining over and above is alpha.Jensen Alpha 

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MFS Emerging Technical Signals
All MFS Emerging Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
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Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.0089  
Market Risk Adjusted Performance  0.0049  
Mean Deviation  0.2779  
Semi Deviation  0.3225  
Downside Deviation  0.4184  
Coefficient Of Variation  3961.46  
Standard Deviation  0.3779  
Variance  0.1428  
Information Ratio  (0.19)  
Jensen Alpha  (0.007025)  
Total Risk Alpha  (0.032046)  
Sortino Ratio  (0.17)  
Treynor Ratio  (0.005106)  
Maximum Drawdown  2.19  
Value At Risk  (0.59)  
Potential Upside  0.5988  
Downside Variance  0.1751  
Semi Variance  0.104  
Expected Short fall  (0.38)  
Skewness  (0.18)  
Kurtosis  1.21 
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