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EdR Chinagora N A (FR0010341222.PA)

122.84 0.00(0.00%) Sep 14

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up5
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2007):117.40%
Worst 1 Yr Total Return(Dec 30, 2008):-64.54%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-11.683.18
Beta (against Standard Index)1.140.95
Mean Annual Return0.501.52
R-squared (against Standard Index)75.4583.28
Standard Deviation41.2532.86
Sharpe Ratio0.090.49
Treynor Ratio-4.2813.51
5 Years
Alpha (against Standard Index)-8.842.42
Beta (against Standard Index)1.100.94
Mean Annual Return-0.271.02
R-squared (against Standard Index)75.4382.41
Standard Deviation35.8130.20
Sharpe Ratio-0.160.32
Treynor Ratio-10.756.64
10 Years
Alpha (against Standard Index)N/A-0.42
Beta (against Standard Index)N/A0.91
Mean Annual ReturnN/A1.19
R-squared (against Standard Index)N/A86.73
Standard DeviationN/A33.38
Sharpe RatioN/A0.36
Treynor RatioN/A7.72