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MFS Charter Income Trust (MCR) Sharpe Ratio: 0.47
Delisted

Equity · Currency in USD · Last updated Jul 4, 2026

MCR's Sharpe Ratio of 0.47 indicates that for each unit of volatility, it generates 0.47 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

MCR Sharpe Ratio Market Positioning

The chart shows MCR's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.43 or lower
  • Yellow zone (middle 50%): -0.43 to 1.03
  • Green zone (top 25%): 1.03 or higher
  • Top 1%: 4.90+
  • Median: 0.15 — half of all investments score higher

How it compares to other similar stocks

The table compares MFS Charter Income Trust's Sharpe Ratio with other stocks in the Asset Management industry across multiple time periods, showing how MCR's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HQLTekla Life Sciences Investors3.48
MAASHighest Performances Holdings Inc3.29
RMTRoyce Micro-Cap Trust, Inc.3.03
HQHTekla Healthcare Investors2.81
AEFAberdeen Emerging Markets Equity Income Fund, Inc.2.64
TRINTrinity Capital Inc.2.45
AAMIAcadian Asset Management Inc2.43
STTState Street Corporation2.41
OXLCPOxford Lane Capital Corp.2.39
GAMGeneral American Investors Company, Inc.2.35
MCRMFS Charter Income Trust—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows MCR's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MCR consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does MCR fit in your portfolio?

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