Mfs Active Intermediate Etf Performance
| MFSM Etf | 24.93 0.00 0.00% |
The etf secures a Beta (Market Risk) of 0.0183, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MFS Active's returns are expected to increase less than the market. However, during the bear market, the loss of holding MFS Active is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in MFS Active Intermediate are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, MFS Active is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors. ...more
MFS Active Relative Risk vs. Return Landscape
If you would invest 2,416 in MFS Active Intermediate on June 17, 2025 and sell it today you would earn a total of 76.54 from holding MFS Active Intermediate or generate 3.17% return on investment over 90 days. MFS Active Intermediate is currently generating 0.0497% in daily expected returns and assumes 0.1864% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% of etfs are less volatile than MFS, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
MFS Active Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFS Active's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as MFS Active Intermediate, and traders can use it to determine the average amount a MFS Active's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2665
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Estimated Market Risk
| 0.19 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.05 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.27 actual daily | 20 80% of assets perform better |
Based on monthly moving average MFS Active is performing at about 20% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of MFS Active by adding it to a well-diversified portfolio.
About MFS Active Performance
By examining MFS Active's fundamental ratios, stakeholders can obtain critical insights into MFS Active's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that MFS Active is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
MFS Active is entity of United States. It is traded as Etf on NYSE exchange.