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KGI EM Trend ETF Fund of Funds (TW000T4114Y2.TW)

7.16 Up 0.01(0.14%) Oct 25

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up2
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2014):10.24%
Worst 1 Yr Total Return(Dec 30, 2011):-23.43%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-4.03-0.32
Beta (against Standard Index)1.110.93
Mean Annual Return-0.650.03
R-squared (against Standard Index)73.3791.58
Standard Deviation21.6615.91
Sharpe Ratio-0.360.02
Treynor Ratio-8.74-0.97
5 Years
Alpha (against Standard Index)-5.34-0.03
Beta (against Standard Index)0.950.95
Mean Annual Return-0.680.35
R-squared (against Standard Index)77.0292.34
Standard Deviation20.3417.16
Sharpe Ratio-0.410.24
Treynor Ratio-10.372.97
10 Years
Alpha (against Standard Index)N/A-0.76
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.48
R-squared (against Standard Index)N/A95.16
Standard DeviationN/A23.39
Sharpe RatioN/A0.21
Treynor RatioN/A2.34