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    Mercedes-Benz Bank Invesco Zuwachs (216006.DE)

    103.11 0.00(0.00%) Mar 2

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up5
    Number of Years Down5
    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
    Statistic216006.DECategory
    Alpha (against Standard Index)-1.82-5.81
    Beta (against Standard Index)0.180.98
    Mean Annual Return0.050.53
    R-squared (against Standard Index)52.2648.47
    Standard Deviation1.026.18
    Sharpe Ratio0.381.07
    Treynor Ratio2.146.29
    5 Years
    Statistic216006.DECategory
    Alpha (against Standard Index)-2.49-5.59
    Beta (against Standard Index)0.210.97
    Mean Annual Return0.010.38
    R-squared (against Standard Index)46.2647.82
    Standard Deviation1.577.44
    Sharpe Ratio-0.240.58
    Treynor Ratio-1.803.22
    10 Years
    Statistic216006.DECategory
    Alpha (against Standard Index)-2.26-2.58
    Beta (against Standard Index)0.200.94
    Mean Annual Return0.040.33
    R-squared (against Standard Index)23.3652.58
    Standard Deviation2.798.92
    Sharpe Ratio-0.420.26
    Treynor Ratio-6.082.20