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EdR Chinagora N A (FR0010341222.PA)

132.70 0.00(0.00%) Jul 15

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)-11.682.91
Beta (against Standard Index)1.140.95
Mean Annual Return0.501.71
R-squared (against Standard Index)75.4582.18
Standard Deviation41.2533.29
Sharpe Ratio0.090.54
Treynor Ratio-4.2815.99
5 Years
Alpha (against Standard Index)-8.842.22
Beta (against Standard Index)1.100.94
Mean Annual Return-0.270.69
R-squared (against Standard Index)75.4382.55
Standard Deviation35.8130.86
Sharpe Ratio-0.160.18
Treynor Ratio-10.751.77
10 Years
Alpha (against Standard Index)N/A0.86
Beta (against Standard Index)N/A0.90
Mean Annual ReturnN/A1.27
R-squared (against Standard Index)N/A87.83
Standard DeviationN/A33.15
Sharpe RatioN/A0.39
Treynor RatioN/A9.03