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MFS Low Volatility Equity R2 (MLVOX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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20.20-0.02 (-0.10%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating
Number of years up8
Number of years down2
Best 1-yr total return (2 Jul 2024)26.49%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
MLVOXCategory average
5 years
MLVOXCategory average
10 years
MLVOXCategory average
Alpha
-1.91-0.01
-2.43-0.01
-0.16-0.01
BETA
0.760.01
0.810.01
0.780.01
Mean annual return
0.620.01
0.90.01
0.880.01
R-squared
88.820.94
90.490.95
88.820.95
Standard deviation
14.450.17
15.380.19
12.640.15
Sharpe ratio
0.280
0.550.01
0.710.01
Treynor ratio
4.120.03
9.470.1
11.060.1