MFS® New Discovery Value Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.42
Mean 1.44
Sharpe Ratio 1.05
Bear Market Decile Rank 44

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 87.02
Beta 1.25
Alpha -2.9

See Also:

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