MFS® New Discovery Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 18.73
Mean 0.97
Sharpe Ratio 0.62
Bear Market Decile Rank 76

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 80.01
Beta 1.34
Alpha -7.79

See Also:

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