Mfs Commodity Correlations

MCSRX Fund

USD 3.71 0.04 1.09%

The current 90-days correlation between Mfs Modity Strategy and Artisan Mid Cap is 0.25 (i.e., Modest diversification). The correlation of Mfs Commodity is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Mfs Commodity Correlation With Market

Very weak diversification

The correlation between Mfs Modity Strategy and DJI is 0.46 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mfs Modity Strategy and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Mfs Modity Strategy. 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 persons.

Moving together with Mfs Mutual Fund

0.87	HYPPX	Mfs High Yield	Pair Corr
0.85	UIVIX	Mfs Intrinsic Value	Pair Corr
0.69	OTCHX	Mfs Mid Cap	Pair Corr
0.69	OTCIX	Mfs Mid Cap	Pair Corr
0.69	OTCJX	Mfs Mid Cap	Pair Corr
0.69	OTCKX	Mfs Mid Cap	Pair Corr
0.71	OTCGX	Mfs Mid Cap	Pair Corr
0.65	BRKBX	Mfs Blended Research	Pair Corr
0.65	BRKCX	Mfs Blended Research	Pair Corr
0.66	BRKAX	Mfs Blended Research	Pair Corr
0.69	OTCAX	Mfs Mid Cap	Pair Corr
0.71	OTCBX	Mfs Mid Cap	Pair Corr
0.71	OTCCX	Mfs Mid Cap	Pair Corr
0.92	EMLBX	Mfs Emerging Markets	Pair Corr
0.92	EMLAX	Mfs Emerging Markets	Pair Corr
0.66	BRKUX	Mfs Blended Research	Pair Corr
0.67	BRKVX	Mfs Blended Research	Pair Corr

Related Correlations Analysis

	ARTQX	PAEIX	AUERX	PATFX	BOSVX	USCBX	ABVCX
ARTQX		0.88	0.94	0.22	0.94	0.06	0.96	ARTQX
PAEIX	0.88		0.86	0.4	0.9	0.27	0.91	PAEIX
AUERX	0.94	0.86		0.25	0.96	0.12	0.97	AUERX
PATFX	0.22	0.4	0.25		0.32	0.94	0.35	PATFX
BOSVX	0.94	0.9	0.96	0.32		0.18	0.96	BOSVX
USCBX	0.06	0.27	0.12	0.94	0.18		0.2	USCBX
ABVCX	0.96	0.91	0.97	0.35	0.96	0.2		ABVCX
	ARTQX	PAEIX	AUERX	PATFX	BOSVX	USCBX	ABVCX

Risk-Adjusted Indicators

There is a big difference between Mfs Mutual Fund performing well and Mfs Commodity Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Mfs Commodity's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
ARTQX	0.84	0.08	0.11	0.15	0.64	(1.05)	1.86	(1.10)	9.74
PAEIX	0.60	0.03	0.02	0.13	0.68	(0.66)	1.29	(1.27)	2.81
AUERX	1.02	0.20	0.15	0.34	0.83	(1.25)	2.06	(1.76)	12.63
PATFX	0.09	0.02	(0.46)	(1.65)	0.00	(0.13)	0.27	(0.18)	0.72
BOSVX	1.00	0.20	0.17	0.27	0.75	(1.17)	2.20	(1.44)	8.85
USCBX	0.10	0.02	(0.46)	2.61	0.00	(0.16)	0.29	(0.19)	0.58
ABVCX	0.77	0.16	0.21	0.22	0.49	(0.99)	1.47	(1.20)	10.97

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Mfs Commodity Correlations

Mfs Commodity Correlation With Market

Very weak diversification

Moving together with Mfs Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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