MFS Active Risk Adjusted Performance
| MFSV Etf | | | 26.80 0.14 0.53% |
The Risk Adjusted Performance lookup presents technical context for MFS Active Value and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Correlation Analysis provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in MFS Active Value within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
MFS Active Value has current Risk Adjusted Performance of 0.0342.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0342 | |
MFS Active Risk Adjusted Performance Peers Comparison
MFS Risk Adjusted Performance Relative To Other Indicators
MFS Active Value is rated
below average for risk adjusted performance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
88.04 ratio of Maximum Drawdown to Risk Adjusted Performance. MFS Active Value's Maximum Drawdown exceeds Risk Adjusted Performance by a factor of
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