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    More On TW000T0560Y0…


    Yuanta Greater China Small & Medium Cap (TW000T0560Y0.TW)

    6.78 0.00(0.00%) Dec 7

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2012):8.50%
    Worst 1 Yr Total Return(Dec 30, 2011):-28.56%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTW000T0560Y0.TWCategory
    Alpha (against Standard Index)-6.13-1.25
    Beta (against Standard Index)1.011.00
    Mean Annual Return-0.290.34
    R-squared (against Standard Index)48.4385.96
    Standard Deviation25.1718.91
    Sharpe Ratio-0.140.21
    Treynor Ratio-6.562.29
    5 Years
    StatisticTW000T0560Y0.TWCategory
    Alpha (against Standard Index)-8.98-0.73
    Beta (against Standard Index)1.030.97
    Mean Annual Return-0.590.55
    R-squared (against Standard Index)63.5585.84
    Standard Deviation24.5617.60
    Sharpe Ratio-0.290.38
    Treynor Ratio-9.495.38
    10 Years
    StatisticTW000T0560Y0.TWCategory
    Alpha (against Standard Index)N/A0.18
    Beta (against Standard Index)N/A0.99
    Mean Annual ReturnN/A0.73
    R-squared (against Standard Index)N/A92.38
    Standard DeviationN/A23.85
    Sharpe RatioN/A0.34
    Treynor RatioN/A5.39