Mfs Variable Correlations

SCREX Fund

USD 36.39 0.50 1.36%

The current 90-days correlation between Mfs Variable Insurance and Sterling Capital Stratton is -0.1 (i.e., Good diversification). The correlation of Mfs Variable 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 Variable Correlation With Market

Poor diversification

The correlation between Mfs Variable Insurance and DJI is 0.79 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mfs Variable Insurance and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Mfs Variable Insurance. 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 discontinued.

Moving together with Mfs Mutual Fund

0.77	BAEIX	Sterling Capital Equity	Pair Corr
0.87	BSCIX	Sterling Capital South	Pair Corr
0.88	BSCCX	Sterling Capital South	Pair Corr
0.88	BASCX	Sterling Capital South	Pair Corr
0.86	BSGAX	Sterling Capital Short	Pair Corr
0.81	STMDX	Sterling Capital Stratton	Pair Corr
1.0	STMMX	Sterling Capital Stratton	Pair Corr
0.95	STMOX	Sterling Capital Stratton	Pair Corr
0.82	STSCX	Sterling Capital Stratton	Pair Corr
0.83	STSOX	Sterling Capital Stratton	Pair Corr
0.82	STSNX	Sterling Capital Stratton	Pair Corr
0.77	STREX	Sterling Capital Equity	Pair Corr
0.89	STRGX	Sterling Capital Stratton	Pair Corr
0.87	STRBX	Sterling Capital Beh	Pair Corr
0.89	STRAX	Stralem Equity	Pair Corr
0.84	STRDX	Sterling Capital Total	Pair Corr
0.88	STRNX	Sterling Capital Stratton	Pair Corr
0.87	STRLX	Sterling Capital Stratton	Pair Corr
0.84	BBGVX	Sterling Capital Int	Pair Corr
0.89	BBISX	Sterling Capital Beh	Pair Corr
0.86	BBNTX	Sterling Capital North	Pair Corr
0.86	BBNCX	Sterling Capital North	Pair Corr
0.83	BBSCX	Sterling Capital Short	Pair Corr
0.85	SCSIX	Sentinel Multi Asset	Pair Corr
0.86	SCSSX	Sterling Capital Sec	Pair Corr
0.83	SCSTX	Sterling Capital Sec	Pair Corr
0.85	SCSPX	Sterling Capital Sec	Pair Corr
0.82	BBSGX	Sterling Capital Short	Pair Corr
0.88	BBTGX	Sterling Capital Beh	Pair Corr
0.77	BCEGX	Sterling Capital Equity	Pair Corr
0.89	BCVCX	Sterling Capital Beh	Pair Corr
0.82	BUSRX	Sterling Capital Ultra	Pair Corr
0.87	OWVAX	Sterling Capital West	Pair Corr

Related Correlations Analysis

	BAEIX	BSCIX	BSCCX	BASCX	BSGAX	STMDX	STMMX	STMOX	STRSX	STSCX
BAEIX		0.68	0.67	0.66	0.77	0.33	0.77	0.75	0.93	0.96	BAEIX
BSCIX	0.68		0.99	0.99	0.93	0.77	0.87	0.87	0.51	0.78	BSCIX
BSCCX	0.67	0.99		0.98	0.93	0.8	0.88	0.88	0.48	0.76	BSCCX
BASCX	0.66	0.99	0.98		0.9	0.8	0.87	0.88	0.49	0.77	BASCX
BSGAX	0.77	0.93	0.93	0.9		0.66	0.86	0.85	0.64	0.84	BSGAX
STMDX	0.33	0.77	0.8	0.8	0.66		0.81	0.85	0.12	0.46	STMDX
STMMX	0.77	0.87	0.88	0.87	0.86	0.81		0.95	0.59	0.82	STMMX
STMOX	0.75	0.87	0.88	0.88	0.85	0.85	0.95		0.61	0.84	STMOX
STRSX	0.93	0.51	0.48	0.49	0.64	0.12	0.59	0.61		0.92	STRSX
STSCX	0.96	0.78	0.76	0.77	0.84	0.46	0.82	0.84	0.92		STSCX
	BAEIX	BSCIX	BSCCX	BASCX	BSGAX	STMDX	STMMX	STMOX	STRSX	STSCX

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Risk-Adjusted Indicators

There is a big difference between Mfs Mutual Fund performing well and Mfs Variable 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 Variable'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
BAEIX	1.30	0.59	0.97	0.58	0.00	(1.83)	1.31	(0.99)	39.63
BSCIX	0.06	0.01	0.00	0.88	0.00	0.00	0.19	(0.10)	0.57
BSCCX	0.05	0.01	0.00	1.77	0.00	0.00	0.19	(0.10)	0.38
BASCX	0.06	0.01	0.00	9.58	0.00	0.00	0.19	(0.10)	0.48
BSGAX	0.07	0.01	(0.24)	0.29	0.00	(0.18)	0.12	(0.12)	0.60
STMDX	0.56	0.07	0.06	0.26	0.62	(0.56)	1.35	(1.10)	2.83
STMMX	0.60	0.14	0.14	2.78	0.53	(0.65)	1.48	(1.05)	5.35
STMOX	0.61	0.12	0.12	0.36	0.59	(0.65)	1.46	(1.26)	5.40
STRSX	1.18	0.26	0.26	0.21	0.75	(1.57)	1.46	(1.79)	27.35
STSCX	1.27	0.53	0.65	0.36	0.00	(1.67)	2.61	(1.25)	28.84

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Mfs Variable Correlations

Mfs Variable Correlation With Market

Poor diversification

Moving together with Mfs Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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