MFS® New Discovery Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 19.43
Mean 1.03
Sharpe Ratio 0.63
Bear Market Decile Rank 77

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 75.08
Beta 1.37
Alpha -9.86

See Also:

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