Mfs Lifetime Correlations

LFTJX Fund

USD 11.09 0.08 0.73%

The current 90-days correlation between Mfs Lifetime 2065 and Qs Small Capitalization is 0.88 (i.e., Very poor diversification). The correlation of Mfs Lifetime 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.

Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with Mfs Mutual Fund

0.8	VLXVX	Vanguard Target Reti	Pair Corr
0.86	FBMTX	American Funds 2065	Pair Corr
0.81	VTSAX	Vanguard Total Stock	Pair Corr
0.75	VFIAX	Vanguard 500 Index	Pair Corr
0.8	VTSMX	Vanguard Total Stock	Pair Corr
0.81	VSMPX	Vanguard Total Stock	Pair Corr
0.81	VSTSX	Vanguard Total Stock	Pair Corr
0.8	VITSX	Vanguard Total Stock	Pair Corr
0.75	VFINX	Vanguard 500 Index	Pair Corr
0.76	VFFSX	Vanguard 500 Index	Pair Corr
0.79	VGTSX	Vanguard Total Inter	Pair Corr
0.79	VTIAX	Vanguard Total Inter	Pair Corr
0.65	FPXIX	Fidelity Advisor 529	Pair Corr
0.64	GE	GE Aerospace	Pair Corr

Moving against Mfs Mutual Fund

0.36	MCD	McDonalds	Pair Corr
0.32	VZ	Verizon Communications	Pair Corr

Related Correlations Analysis

	LMBMX	NESGX	FCSGX	QUAIX	QUAZX	WSMNX	ARTSX
LMBMX		0.78	0.78	0.85	0.85	0.8	0.79	LMBMX
NESGX	0.78		0.66	0.77	0.77	0.7	0.73	NESGX
FCSGX	0.78	0.66		0.73	0.73	0.68	0.7	FCSGX
QUAIX	0.85	0.77	0.73		1.0	0.91	0.81	QUAIX
QUAZX	0.85	0.77	0.73	1.0		0.91	0.81	QUAZX
WSMNX	0.8	0.7	0.68	0.91	0.91		0.74	WSMNX
ARTSX	0.79	0.73	0.7	0.81	0.81	0.74		ARTSX
	LMBMX	NESGX	FCSGX	QUAIX	QUAZX	WSMNX	ARTSX

Risk-Adjusted Indicators

There is a big difference between Mfs Mutual Fund performing well and Mfs Lifetime 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 Lifetime'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
LMBMX	0.91	0.02	0.02	0.04	1.14	(0.97)	2.19	(1.89)	5.49
NESGX	1.55	(0.05)	0.00	(0.01)	0.00	0.00	3.08	(3.84)	10.97
FCSGX	0.86	0.04	0.03	0.05	1.14	(0.83)	1.90	(1.77)	5.67
QUAIX	1.11	(0.02)	(0.01)	0.01	1.60	(1.03)	2.51	(2.38)	7.26
QUAZX	1.11	(0.02)	(0.01)	0.01	1.60	(1.03)	2.51	(2.40)	7.27
WSMNX	0.81	(0.02)	(0.01)	0.00	1.13	(0.82)	1.53	(1.64)	5.13
ARTSX	0.92	0.04	0.03	0.05	1.22	(0.92)	1.89	(1.90)	5.18

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Mfs Lifetime Correlations

Moving together with Mfs Mutual Fund

Moving against Mfs Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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