Mfs Lifetime Correlations

Mutual Funds . USA . 
Fund . Mfs Lifetime Income
MLLHX Fund  USD 12.64  0.03  0.24%   
The current 90-days correlation between Mfs Lifetime Income and Mfs Intrinsic Value is 0.49 (i.e., Very weak diversification). The correlation of Mfs Lifetime 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 Lifetime Correlation With Market

Almost no diversification

The correlation between Mfs Lifetime Income and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mfs Lifetime Income 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 Lifetime Income. 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 rate.

Moving together with Mfs Mutual Fund

  0.83LFTFX Mfs Lifetime 2065PairCorr
  0.99LFTJX Mfs Lifetime 2065PairCorr
  0.83LFTGX Mfs Lifetime 2065PairCorr
  0.99LFTHX Mfs Lifetime 2065PairCorr
  0.99LFTMX Mfs Lifetime 2065PairCorr
  0.99LFTNX Mfs Lifetime 2065PairCorr
  0.83LFTKX Mfs Lifetime 2065PairCorr
  0.99LFTLX Mfs Lifetime 2065PairCorr
  0.94HYPPX Mfs High YieldPairCorr
  0.9UIVIX Mfs Intrinsic ValuePairCorr
  0.91UIVCX Mfs Intrinsic ValuePairCorr
  0.92UIVPX Mfs Intrinsic ValuePairCorr
  0.92UIVQX Mfs Intrinsic ValuePairCorr
  0.92UIVNX Mfs Intrinsic ValuePairCorr
  0.91UIVMX Mfs Intrinsic ValuePairCorr
  0.92UIVVX Mfs Intrinsic ValuePairCorr
  0.92UIVRX Mfs Intrinsic ValuePairCorr
  0.71OTCHX Mfs Mid CapPairCorr
  0.71OTCIX Mfs Mid CapPairCorr
  0.71OTCJX Mfs Mid CapPairCorr
  0.62OTCKX Mfs Mid CapPairCorr
  0.95MKVCX Mfs International LargePairCorr
  0.95MKVBX Mfs International LargePairCorr
  0.72OTCGX Mfs Mid CapPairCorr
  0.95MKVGX Mfs International LargePairCorr
  0.95MKVFX Mfs International LargePairCorr
  0.95MKVEX Mfs International LargePairCorr
  0.95MKVDX Mfs International LargePairCorr
  0.95MKVIX Mfs International LargePairCorr
  0.95MKVHX Mfs Series TrustPairCorr
  0.91BRKBX Mfs Blended ResearchPairCorr
  0.91BRKCX Mfs Blended ResearchPairCorr
  0.91BRKAX Mfs Blended ResearchPairCorr
  0.71OTCAX Mfs Mid CapPairCorr
  0.72OTCBX Mfs Mid CapPairCorr
  0.72OTCCX Mfs Mid CapPairCorr
  0.91EMLBX Mfs Emerging MarketsPairCorr
  0.91EMLAX Mfs Emerging MarketsPairCorr
  0.91BRKUX Mfs Blended ResearchPairCorr
  0.91BRKVX Mfs Blended ResearchPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Mfs Mutual Fund performing well and Mfs Lifetime 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 Lifetime'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
LFTFX  0.52  0.16  0.14  5.20  0.33 
(0.63)
 1.18 
(1.07)
 4.33 
LFTJX  0.54  0.07  0.08  0.16  0.48 
(0.61)
 1.18 
(1.21)
 4.22 
LFTGX  0.52  0.15  0.14  6.34  0.33 
(0.60)
 1.09 
(1.06)
 4.35 
LFTHX  0.54  0.08  0.08  0.17  0.46 
(0.62)
 1.09 
(1.15)
 4.31 
LFTMX  0.54  0.08  0.08  0.17  0.47 
(0.60)
 1.18 
(1.15)
 4.31 
LFTNX  0.54  0.08  0.08  0.17  0.47 
(0.62)
 1.18 
(1.15)
 4.31 
LFTKX  0.52  0.16  0.14  4.30  0.31 
(0.61)
 1.09 
(1.07)
 4.31 
LFTLX  0.54  0.08  0.08  0.17  0.46 
(0.60)
 1.09 
(1.14)
 4.23 
HYPPX  0.12  0.02 (0.23) 0.26  0.00 
(0.21)
 0.24 
(0.12)
 1.08 
UIVIX  0.67 (0.01)(0.01) 0.05  0.79 
(0.72)
 1.49 
(1.39)
 3.77 

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