MFS DIVERSIFIED Risk Adjusted Performance

DIFIX Fund  USD 12.67  -0.04  -0.31%   
The Risk Adjusted Performance technical lookup provides context for Mfs Diversified Income and related instruments. Coverage varies by data normalization and availability; see Equity Screeners for broader screening context. Investing Opportunities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Mfs Diversified Income within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.
  
Mfs Diversified Income has current Risk Adjusted Performance of 0.0903.

RAP

 = 

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

RFR

 = 
0.0903
ER[a] = Expected return on investing in MFS DIVERSIFIED
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

MFS DIVERSIFIED Risk Adjusted Performance Peers Comparison

MFS Risk Adjusted Performance Relative To Other Indicators

Mfs Diversified Income currently holds the # 3 position in risk adjusted performance among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about 13.80 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Mfs Diversified Income is roughly 13.80
Compare MFS DIVERSIFIED to Peers

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