Mfs Limited Correlations

Mutual Funds . USA . 
Fund . Mfs Limited Maturity
MQLCX Fund  USD 5.91  0.01  0.17%   
The current 90-days correlation between Mfs Limited Maturity and Mfs Intrinsic Value is -0.03 (i.e., Good diversification). The correlation of Mfs Limited 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 Limited Correlation With Market

Very poor diversification

The correlation between Mfs Limited Maturity and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mfs Limited Maturity 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 Limited Maturity. 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 private.

Moving together with Mfs Mutual Fund

  0.85LFTFX Mfs Lifetime 2065PairCorr
  0.85LFTJX Mfs Lifetime 2065PairCorr
  0.85LFTGX Mfs Lifetime 2065PairCorr
  0.85LFTHX Mfs Lifetime 2065PairCorr
  0.85LFTMX Mfs Lifetime 2065PairCorr
  0.85LFTNX Mfs Lifetime 2065PairCorr
  0.85LFTKX Mfs Lifetime 2065PairCorr
  0.85LFTLX Mfs Lifetime 2065PairCorr
  0.93HYPPX Mfs High YieldPairCorr
  0.83UIVIX Mfs Intrinsic ValuePairCorr
  0.85UIVCX Mfs Intrinsic ValuePairCorr
  0.85UIVPX Mfs Intrinsic ValuePairCorr
  0.85UIVQX Mfs Intrinsic ValuePairCorr
  0.85UIVNX Mfs Intrinsic ValuePairCorr
  0.85UIVMX Mfs Intrinsic ValuePairCorr
  0.85UIVVX Mfs Intrinsic ValuePairCorr
  0.85UIVRX Mfs Intrinsic ValuePairCorr
  0.76OTCHX Mfs Mid CapPairCorr
  0.76OTCIX Mfs Mid CapPairCorr
  0.76OTCJX Mfs Mid CapPairCorr
  0.76OTCKX Mfs Mid CapPairCorr
  0.86MKVCX Mfs International LargePairCorr
  0.86MKVBX Mfs International LargePairCorr
  0.76OTCGX Mfs Mid CapPairCorr
  0.86MKVGX Mfs International LargePairCorr
  0.86MKVFX Mfs International LargePairCorr
  0.86MKVEX Mfs International LargePairCorr
  0.86MKVDX Mfs International LargePairCorr
  0.86MKVIX Mfs International LargePairCorr
  0.86MKVHX Mfs Series TrustPairCorr
  0.7BRKBX Mfs Blended ResearchPairCorr
  0.7BRKCX Mfs Blended ResearchPairCorr
  0.7BRKAX Mfs Blended ResearchPairCorr
  0.76OTCAX Mfs Mid CapPairCorr
  0.76OTCBX Mfs Mid CapPairCorr
  0.76OTCCX Mfs Mid CapPairCorr
  0.83EMLBX Mfs Emerging MarketsPairCorr
  0.83EMLAX Mfs Emerging MarketsPairCorr
  0.7BRKUX Mfs Blended ResearchPairCorr
  0.7BRKVX Mfs Blended ResearchPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Mfs Mutual Fund performing well and Mfs Limited 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 Limited'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  0.54  0.07  0.06  0.18  0.45 
(0.62)
 1.18 
(1.13)
 4.33 
LFTJX  0.55  0.06  0.06  0.17  0.47 
(0.63)
 1.18 
(1.14)
 4.22 
LFTGX  0.54  0.06  0.06  0.17  0.45 
(0.59)
 1.09 
(1.08)
 4.35 
LFTHX  0.55  0.07  0.06  0.17  0.45 
(0.63)
 1.09 
(1.13)
 4.31 
LFTMX  0.55  0.07  0.06  0.17  0.46 
(0.61)
 1.18 
(1.13)
 4.31 
LFTNX  0.55  0.07  0.06  0.17  0.47 
(0.63)
 1.18 
(1.07)
 4.31 
LFTKX  0.55  0.06  0.06  0.17  0.45 
(0.61)
 1.09 
(1.14)
 4.25 
LFTLX  0.55  0.07  0.06  0.17  0.45 
(0.61)
 1.09 
(1.13)
 4.23 
HYPPX  0.12  0.01 (0.40) 0.14  0.00 
(0.20)
 0.24 
(0.24)
 1.07 
UIVIX  0.67  0.00 (0.01) 0.07  0.74 
(0.72)
 1.49 
(1.38)
 3.77 

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