Mfs Moderate Correlations

Mutual Funds USA . 
Fund . Mfs Moderate Allocation
MMACX Fund  USD 19.97  0.06  0.30%   
The current 90-days correlation between Mfs Moderate Allocation and Mfs Intrinsic Value is 0.87 (i.e., Very poor diversification). The correlation of Mfs Moderate 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 Moderate Correlation With Market

Very poor diversification

The correlation between Mfs Moderate Allocation and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mfs Moderate Allocation 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 Moderate Allocation. 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 unemployment.

Moving together with Mfs Mutual Fund

  0.95LFTFX Mfs Lifetime 2065PairCorr
  0.97LFTJX Mfs Lifetime 2065PairCorr
  0.97LFTGX Mfs Lifetime 2065PairCorr
  0.97LFTHX Mfs Lifetime 2065PairCorr
  0.97LFTMX Mfs Lifetime 2065PairCorr
  0.97LFTNX Mfs Lifetime 2065PairCorr
  0.97LFTKX Mfs Lifetime 2065PairCorr
  0.97LFTLX Mfs Lifetime 2065PairCorr
  0.89HYPPX Mfs High YieldPairCorr
  0.82UIVIX Mfs Intrinsic ValuePairCorr
  0.78UIVCX Mfs Intrinsic ValuePairCorr
  0.79UIVPX Mfs Intrinsic ValuePairCorr
  0.79UIVQX Mfs Intrinsic ValuePairCorr
  0.79UIVNX Mfs Intrinsic ValuePairCorr
  0.78UIVMX Mfs Intrinsic ValuePairCorr
  0.79UIVVX Mfs Intrinsic ValuePairCorr
  0.79UIVRX Mfs Intrinsic ValuePairCorr
  0.96MKVCX Mfs International LargePairCorr
  0.96MKVBX Mfs International LargePairCorr
  0.96MKVGX Mfs International LargePairCorr
  0.96MKVFX Mfs International LargePairCorr
  0.96MKVEX Mfs International LargePairCorr
  0.96MKVDX Mfs International LargePairCorr
  0.96MKVIX Mfs International LargePairCorr
  0.96MKVHX Mfs Series TrustPairCorr
  0.96BRKBX Mfs Blended ResearchPairCorr
  0.96BRKCX Mfs Blended ResearchPairCorr
  0.96BRKAX Mfs Blended ResearchPairCorr
  0.93EMLBX Mfs Emerging MarketsPairCorr
  0.94EMLAX Mfs Emerging MarketsPairCorr
  0.96BRKUX Mfs Blended ResearchPairCorr
  0.96BRKVX Mfs Blended ResearchPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Mfs Mutual Fund performing well and Mfs Moderate 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 Moderate'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  0.50  0.17  0.15 (4.79) 0.24 
(0.60)
 1.04 
(0.88)
 4.33 
LFTJX  0.50  0.10  0.13  0.23  0.31 
(0.60)
 1.16 
(0.93)
 4.22 
LFTGX  0.50  0.10  0.13  0.23  0.30 
(0.57)
 0.99 
(0.89)
 4.35 
LFTHX  0.50  0.11  0.13  0.23  0.30 
(0.60)
 1.06 
(0.88)
 4.31 
LFTMX  0.50  0.11  0.14  0.23  0.31 
(0.59)
 1.06 
(0.88)
 4.31 
LFTNX  0.50  0.11  0.13  0.23  0.31 
(0.60)
 1.15 
(1.02)
 4.31 
LFTKX  0.50  0.11  0.13  0.23  0.28 
(0.58)
 1.09 
(0.94)
 4.31 
LFTLX  0.50  0.11  0.13  0.23  0.30 
(0.58)
 1.06 
(0.93)
 4.23 
HYPPX  0.12  0.03 (0.29)(1.76) 0.00 
(0.20)
 0.24 
(0.12)
 1.08 
UIVIX  0.64  0.03  0.03  0.11  0.65 
(0.74)
 1.48 
(1.30)
 3.77 

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