Mfs Lifetime Correlations

LTTSX Fund

USD 13.51 0.02 0.15%

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.

Mfs Lifetime Correlation With Market

Poor diversification

The correlation between Mfs Lifetime 2025 and DJI is 0.79 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mfs Lifetime 2025 and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Mfs Lifetime 2025. 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 state.

Moving together with Mfs Mutual Fund

0.75	UIVCX	Mfs Intrinsic Value	Pair Corr
0.75	UIVQX	Mfs Intrinsic Value	Pair Corr
0.75	UIVNX	Mfs Intrinsic Value	Pair Corr
0.75	UIVVX	Mfs Intrinsic Value	Pair Corr
0.73	OTCIX	Mfs Mid Cap	Pair Corr
0.97	OTCKX	Mfs Mid Cap	Pair Corr
0.74	MKVBX	Mfs International Large	Pair Corr
0.74	MKVFX	Mfs International Large	Pair Corr
0.74	MKVIX	Mfs International Large	Pair Corr
0.7	BRKCX	Mfs Blended Research	Pair Corr
0.97	OTCAX	Mfs Mid Cap	Pair Corr
0.72	EMLBX	Mfs Emerging Markets	Pair Corr
0.72	EMLAX	Mfs Emerging Markets	Pair Corr
0.68	BRKUX	Mfs Blended Research	Pair Corr
0.68	BRKVX	Mfs Blended Research	Pair Corr
0.68	BRKTX	Mfs Blended Research	Pair Corr
0.68	BRKIX	Mfs Blended Research	Pair Corr
0.72	EMLNX	Mfs Emerging Markets	Pair Corr
0.99	DIFIX	Mfs Diversified Income	Pair Corr
0.72	EMLKX	Mfs Emerging Markets	Pair Corr
0.99	DIFGX	Mfs Diversified Income	Pair Corr
0.73	EMLIX	Mfs Emerging Markets	Pair Corr
0.74	DIFEX	Mfs Diversified Income	Pair Corr
0.75	DIFDX	Mfs Diversified Income	Pair Corr
0.75	DIFCX	Mfs Diversified Income	Pair Corr
0.96	EMLCX	Mfs Emerging Markets	Pair Corr
0.73	BRSTX	Mfs Blended Research	Pair Corr
0.73	BRSDX	Mfs Blended Research	Pair Corr
0.73	BRUMX	Mfs Blended Research	Pair Corr
0.73	BRUHX	Mfs Blended Research	Pair Corr
0.73	BRUEX	Mfs Blended Research	Pair Corr
0.72	BRWTX	Mfs Blended Research	Pair Corr
0.72	BRWSX	Mfs Blended Research	Pair Corr
0.72	BRWJX	Mfs Blended Research	Pair Corr

Related Correlations Analysis

	FPPJX	FPPQX	FPPRX	FPPSX	FPPUX	FPPVX	LFTFX	LFTJX	LFTGX	LFTHX
FPPJX		1.0	1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	FPPJX
FPPQX	1.0		1.0	1.0	0.0	0.0	0.0	0.0	0.0	0.0	FPPQX
FPPRX	1.0	1.0		1.0	0.0	0.0	0.0	0.0	0.0	0.0	FPPRX
FPPSX	1.0	1.0	1.0		0.0	0.0	0.0	0.0	0.0	0.0	FPPSX
FPPUX	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	FPPUX
FPPVX	0.0	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	FPPVX
LFTFX	0.0	0.0	0.0	0.0	0.0	0.0		0.74	1.0	0.74	LFTFX
LFTJX	0.0	0.0	0.0	0.0	0.0	0.0	0.74		0.74	1.0	LFTJX
LFTGX	0.0	0.0	0.0	0.0	0.0	0.0	1.0	0.74		0.74	LFTGX
LFTHX	0.0	0.0	0.0	0.0	0.0	0.0	0.74	1.0	0.74		LFTHX
	FPPJX	FPPQX	FPPRX	FPPSX	FPPUX	FPPVX	LFTFX	LFTJX	LFTGX	LFTHX

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Please upgrade your account to get full access to Macroaxis premium features

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

FPPQX	+ 1.0	FPPJX
FPPRX	+ 1.0	FPPJX
FPPSX	+ 1.0	FPPJX
FPPRX	+ 1.0	FPPQX
FPPSX	+ 1.0	FPPQX
FPPSX	+ 1.0	FPPRX

High negative correlations

LFTHX	- 0.0	FPPVX
LFTGX	- 0.0	FPPVX
LFTJX	- 0.0	FPPVX
LFTFX	- 0.0	FPPVX
LFTHX	- 0.0	FPPUX
LFTGX	- 0.0	FPPUX

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
FPPJX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
FPPQX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
FPPRX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
FPPSX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
FPPUX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
FPPVX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
LFTFX	0.46	0.11	0.08	0.30	0.32	(0.53)	1.42	(0.95)	3.42
LFTJX	0.44	0.23	0.14	(3.02)	0.00	(0.53)	1.46	(0.74)	3.43
LFTGX	0.46	0.10	0.07	0.29	0.30	(0.53)	1.46	(1.05)	3.45
LFTHX	0.43	0.24	0.15	(3.24)	0.00	(0.56)	1.45	(0.73)	3.35

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC