MFS International Intrinsic Value Fund R3 (MINGX)

40.73 -0.03 (-0.07%) USD  |  Dec 16 2024
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MINGX Annualized Standard Deviation of Monthly Returns (5Y Lookback)

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Standard Deviation Definition

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Standard deviation measures how much an investment's return deviates from its average over a specific period. Higher standard deviation indicates more volatility, while lower standard deviation signifies steadier returns. YCharts makes five types of standard deviation metrics over different time periods available: daily, monthly, quarterly, annualized monthly, and annualized quarterly.

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Annualized Standard Deviation of Monthly Returns (5Y Lookback) Range, Past 5 Years

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Annualized Standard Deviation of Monthly Returns (5Y Lookback) Benchmarks

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William Blair International Leaders R6 Upgrade
MFS International Growth Fund R3 Upgrade
Fidelity International Discovery Fund K Upgrade
Fidelity International Discovery K6 Fund Upgrade
AQR International Momentum Style Fund R6 Upgrade

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Excel Add-In Codes

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Metric Code: monthly_standard_deviation_annualized_5y
Latest Data Point: =YCP("M:MINGX", "monthly_standard_deviation_annualized_5y")
Last 5 Data Points: =YCS("M:MINGX", "monthly_standard_deviation_annualized_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.