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Mercedes-Benz Bank Invesco Zuwachs (216006.DE)

102.95 Down 0.01(0.01%) Aug 21

Risk as of Jul 30, 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)-2.01-7.27
Beta (against Standard Index)0.191.04
Mean Annual Return0.030.30
R-squared (against Standard Index)68.8154.16
Standard Deviation1.137.50
Sharpe Ratio-0.050.46
Treynor Ratio-0.360.57
5 Years
Alpha (against Standard Index)-1.97-5.06
Beta (against Standard Index)0.230.97
Mean Annual Return0.050.36
R-squared (against Standard Index)42.1147.78
Standard Deviation1.767.46
Sharpe Ratio0.060.54
Treynor Ratio0.403.74
10 Years
Alpha (against Standard Index)-2.00-2.14
Beta (against Standard Index)0.210.92
Mean Annual Return0.060.32
R-squared (against Standard Index)22.9652.32
Standard Deviation2.828.73
Sharpe Ratio-0.360.24
Treynor Ratio-5.281.74