Mfs Intrinsic Correlations

Mutual Funds . USA . 
Fund . Mfs Intrinsic Value
UIVRX Fund  USD 13.11  0.04  0.30%   
The current 90-days correlation between Mfs Intrinsic Value and Mfs Lifetime 2065 is -0.12 (i.e., Good diversification). The correlation of Mfs Intrinsic 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 Intrinsic Correlation With Market

Very poor diversification

The correlation between Mfs Intrinsic Value and DJI is 0.85 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mfs Intrinsic Value 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 Intrinsic Value. 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 real.

Moving together with Mfs Mutual Fund

  0.68LFTFX Mfs Lifetime 2065PairCorr
  0.88LFTJX Mfs Lifetime 2065PairCorr
  0.88LFTGX Mfs Lifetime 2065PairCorr
  0.87LFTHX Mfs Lifetime 2065PairCorr
  0.87LFTMX Mfs Lifetime 2065PairCorr
  0.87LFTNX Mfs Lifetime 2065PairCorr
  0.88LFTKX Mfs Lifetime 2065PairCorr
  0.88LFTLX Mfs Lifetime 2065PairCorr
  0.64HYPPX Mfs High YieldPairCorr
  0.67UIVIX Mfs Intrinsic ValuePairCorr
  1.0UIVCX Mfs Intrinsic ValuePairCorr
  1.0UIVPX Mfs Intrinsic ValuePairCorr
  1.0UIVQX Mfs Intrinsic ValuePairCorr
  1.0UIVNX Mfs Intrinsic ValuePairCorr
  1.0UIVMX Mfs Intrinsic ValuePairCorr
  0.67UIVVX Mfs Intrinsic ValuePairCorr
  0.72MKVBX Mfs International LargePairCorr
  0.72MKVGX Mfs International LargePairCorr
  0.72MKVFX Mfs International LargePairCorr
  0.72MKVEX Mfs International LargePairCorr
  0.71MKVDX Mfs International LargePairCorr
  0.72MKVIX Mfs International LargePairCorr
  0.72MKVHX Mfs Series TrustPairCorr
  0.66BRKCX Mfs Blended ResearchPairCorr
  0.66BRKAX Mfs Blended ResearchPairCorr
  0.61EMLAX Mfs Emerging MarketsPairCorr
  0.66BRKUX Mfs Blended ResearchPairCorr
  0.66BRKVX Mfs Blended ResearchPairCorr
  0.66BRKRX Mfs Blended ResearchPairCorr
  0.66BRKSX Mfs Blended ResearchPairCorr
  0.66BRKTX Mfs Blended ResearchPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Mfs Mutual Fund performing well and Mfs Intrinsic 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 Intrinsic'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  0.42  0.03 (0.07)(0.52) 0.57 
(0.43)
 0.98 
(0.71)
 3.77 
LFTJX  0.41 (0.03)(0.07) 0.03  0.58 
(0.41)
 0.89 
(0.72)
 3.79 
LFTGX  0.41 (0.03)(0.07) 0.03  0.57 
(0.41)
 0.99 
(0.71)
 3.71 
LFTHX  0.42 (0.03)(0.06) 0.03  0.57 
(0.43)
 0.97 
(0.70)
 3.84 
LFTMX  0.42 (0.03)(0.07) 0.03  0.57 
(0.43)
 0.98 
(0.70)
 3.84 
LFTNX  0.42 (0.02)(0.06) 0.03  0.57 
(0.42)
 0.97 
(0.63)
 3.75 
LFTKX  0.42 (0.03)(0.07) 0.03  0.56 
(0.44)
 0.98 
(0.71)
 3.78 
LFTLX  0.42 (0.03)(0.07) 0.03  0.56 
(0.43)
 0.98 
(0.71)
 3.77 
HYPPX  0.14  0.02 (0.20)(0.62) 0.00 
(0.24)
 0.36 
(0.24)
 1.07 
UIVIX  0.51  0.02 (0.07)(0.08) 0.66 
(0.55)
 1.00 
(1.00)
 3.76 

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