MFS® New Discovery Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 18.69
Mean 1.1
Sharpe Ratio 0.7
Bear Market Decile Rank 76

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 79.29
Beta 1.33
Alpha -5.76

See Also:

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