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Ve-RI Listed Infrastructure (R) (976334.DE)

17.91 Up 0.19(1.07%) Nov 24

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up6
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2009):28.06%
Worst 1 Yr Total Return(Dec 30, 2008):-52.16%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-10.13-6.81
Beta (against Standard Index)1.161.13
Mean Annual Return0.510.75
R-squared (against Standard Index)78.8377.34
Standard Deviation13.6913.53
Sharpe Ratio0.440.69
Treynor Ratio4.557.74
5 Years
Alpha (against Standard Index)-5.44-4.73
Beta (against Standard Index)0.931.08
Mean Annual Return0.470.68
R-squared (against Standard Index)70.3582.62
Standard Deviation15.8917.09
Sharpe Ratio0.350.49
Treynor Ratio4.686.58
10 Years
Alpha (against Standard Index)-5.87-0.97
Beta (against Standard Index)1.081.14
Mean Annual Return0.220.67
R-squared (against Standard Index)79.5581.54
Standard Deviation19.4220.37
Sharpe Ratio0.060.32
Treynor Ratio-0.763.97