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    Mercedes-Benz Bank Invesco Zuwachs (216006.DE)

    100.58 Down 0.02(0.02%) Feb 12

    Risk as of Dec 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up5
    Number of Years Down6
    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)-2.01-4.18
    Beta (against Standard Index)0.150.90
    Mean Annual Return-0.030.41
    R-squared (against Standard Index)63.7062.64
    Standard Deviation1.287.80
    Sharpe Ratio-0.370.62
    Treynor Ratio-3.135.72
    5 Years
    Alpha (against Standard Index)-1.65-5.70
    Beta (against Standard Index)0.150.98
    Mean Annual Return0.000.23
    R-squared (against Standard Index)58.2258.46
    Standard Deviation1.248.34
    Sharpe Ratio-0.310.30
    Treynor Ratio-2.584.42
    10 Years
    Alpha (against Standard Index)-2.41-3.07
    Beta (against Standard Index)0.170.92
    Mean Annual Return-0.020.20
    R-squared (against Standard Index)20.7354.04
    Standard Deviation2.639.20
    Sharpe Ratio-0.620.10
    Treynor Ratio-10.082.26