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More On 216006.DE

Mercedes-Benz Bank Invesco Zuwachs (216006.DE)

103.07 Down 0.02(0.02%) Jul 25

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up5
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2005):5.26%
Worst 1 Yr Total Return(Dec 30, 2008):-4.52%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.94-6.82
Beta (against Standard Index)0.191.02
Mean Annual Return0.030.30
R-squared (against Standard Index)67.7653.21
Standard Deviation1.137.54
Sharpe Ratio-0.080.45
Treynor Ratio-0.562.73
5 Years
Alpha (against Standard Index)-2.00-4.86
Beta (against Standard Index)0.230.94
Mean Annual Return0.070.41
R-squared (against Standard Index)45.5348.23
Standard Deviation1.817.53
Sharpe Ratio0.150.61
Treynor Ratio1.165.32
10 Years
Alpha (against Standard Index)-2.12-2.19
Beta (against Standard Index)0.210.93
Mean Annual Return0.050.31
R-squared (against Standard Index)23.1752.46
Standard Deviation2.858.78
Sharpe Ratio-0.410.22
Treynor Ratio-5.911.43