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    Münsterländische Bank Strategieportf I (A0M2JS.DE)

    86.12 Up 0.12(0.14%) Sep 29

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):5.07%
    Worst 1 Yr Total Return(Dec 30, 2011):-2.64%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticA0M2JS.DECategory
    Alpha (against Standard Index)-3.56-2.56
    Beta (against Standard Index)0.730.75
    Mean Annual Return0.080.29
    R-squared (against Standard Index)71.3462.85
    Standard Deviation4.034.27
    Sharpe Ratio0.230.85
    Treynor Ratio1.174.88
    5 Years
    StatisticA0M2JS.DECategory
    Alpha (against Standard Index)-4.12-2.65
    Beta (against Standard Index)0.710.77
    Mean Annual Return0.100.31
    R-squared (against Standard Index)67.5662.57
    Standard Deviation3.794.30
    Sharpe Ratio0.240.84
    Treynor Ratio1.184.46
    10 Years
    StatisticA0M2JS.DECategory
    Alpha (against Standard Index)N/A-2.16
    Beta (against Standard Index)N/A0.81
    Mean Annual ReturnN/A0.22
    R-squared (against Standard Index)N/A60.72
    Standard DeviationN/A4.68
    Sharpe RatioN/A0.28
    Treynor RatioN/A1.54