Mfs International Risk Adjusted Performance

MGIBX Fund  USD 35.99  0.03  0.08%   
Mfs International risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Mfs International Value 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 International Value has current Risk Adjusted Performance of 0.0869.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0869
ER[a] = Expected return on investing in Mfs International
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Mfs International Risk Adjusted Performance Peers Comparison

Mfs Risk Adjusted Performance Relative To Other Indicators

Mfs International Value is number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  33.46  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mfs International Value is roughly  33.46 
Compare Mfs International to Peers

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