Mfs Limited Maturity Fund Market Value
| MQLFX Fund | USD 5.91 0.00 0.00% |
| Symbol | Mfs |
Mfs Limited 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Mfs Limited's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Mfs Limited.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Mfs Limited on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Mfs Limited Maturity or generate 0.0% return on investment in Mfs Limited over 90 days. Mfs Limited is related to or competes with Prudential Real, Aew Real, Aew Real, Dunham Real, and Commonwealth Real. The fund normally invests its assets primarily in debt instruments More
Mfs Limited Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Mfs Limited's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Mfs Limited Maturity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1856 | |||
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 0.5099 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.1698 |
Mfs Limited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mfs Limited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mfs Limited's standard deviation. In reality, there are many statistical measures that can use Mfs Limited historical prices to predict the future Mfs Limited's volatility.| Risk Adjusted Performance | 0.0194 | |||
| Jensen Alpha | 1.0E-4 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.23) | |||
| Treynor Ratio | 0.0456 |
Mfs Limited February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0194 | |||
| Market Risk Adjusted Performance | 0.0556 | |||
| Mean Deviation | 0.0524 | |||
| Downside Deviation | 0.1856 | |||
| Coefficient Of Variation | 825.5 | |||
| Standard Deviation | 0.0923 | |||
| Variance | 0.0085 | |||
| Information Ratio | (0.45) | |||
| Jensen Alpha | 1.0E-4 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.23) | |||
| Treynor Ratio | 0.0456 | |||
| Maximum Drawdown | 0.5099 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.1698 | |||
| Downside Variance | 0.0344 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.19) | |||
| Skewness | 0.7042 | |||
| Kurtosis | 2.73 |
Mfs Limited Maturity Backtested Returns
At this stage we consider Mfs Mutual Fund to be very steady. Mfs Limited Maturity has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Mfs Limited, which you can use to evaluate the volatility of the fund. Please verify Mfs Limited's Coefficient Of Variation of 825.5, mean deviation of 0.0524, and Risk Adjusted Performance of 0.0194 to check out if the risk estimate we provide is consistent with the expected return of 0.0112%. The fund secures a Beta (Market Risk) of 0.0258, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mfs Limited's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mfs Limited is expected to be smaller as well.
Auto-correlation | 0.20 |
Weak predictability
Mfs Limited Maturity has weak predictability. Overlapping area represents the amount of predictability between Mfs Limited time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mfs Limited Maturity price movement. The serial correlation of 0.2 indicates that over 20.0% of current Mfs Limited price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Mfs Mutual Fund
Mfs Limited financial ratios help investors to determine whether Mfs Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Mfs with respect to the benefits of owning Mfs Limited security.
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators |