Mfs Active International Etf Performance
| MFSI Etf | 28.26 0.15 0.53% |
The etf secures a Beta (Market Risk) of 0.47, which conveys possible diversification benefits within a given portfolio. 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 International are ranked lower than 21 (%) of all global equities and portfolios over the last 90 days. Despite fairly weak basic indicators, MFS Active may actually be approaching a critical reversion point that can send shares even higher in August 2025. ...more
1 | Thursdays ETF with Unusual Volume MFSI - Nasdaq | 05/01/2025 |
2 | MFS Active International ETF is River Street Advisors LLCs Largest Position | 06/20/2025 |
MFS Active Relative Risk vs. Return Landscape
If you would invest 2,518 in MFS Active International on April 21, 2025 and sell it today you would earn a total of 308.00 from holding MFS Active International or generate 12.23% return on investment over 90 days. MFS Active International is currently generating 0.1856% in daily expected returns and assumes 0.6831% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than MFS, and 97% 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 International, 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 = 0.2718
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.27 actual daily | 21 79% of assets perform better |
Based on monthly moving average MFS Active is performing at about 21% 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 evaluating MFS Active's fundamental ratios, stakeholders can gain valuable insights into MFS Active's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MFS Active has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if MFS Active has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
MFS Active is entity of United States. It is traded as Etf on NYSE exchange.