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    Münsterländische Bank Strategieportf I (A0M2JS.DE)

    87.99 Up 0.07(0.08%) Mar 3

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up5
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):5.07%
    Worst 1 Yr Total Return(Dec 30, 2011):-2.64%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticA0M2JS.DECategory
    Alpha (against Standard Index)-4.41-2.67
    Beta (against Standard Index)0.690.77
    Mean Annual Return0.220.43
    R-squared (against Standard Index)69.8956.93
    Standard Deviation2.583.32
    Sharpe Ratio0.931.54
    Treynor Ratio3.466.61
    5 Years
    StatisticA0M2JS.DECategory
    Alpha (against Standard Index)-2.84-2.39
    Beta (against Standard Index)0.620.76
    Mean Annual Return0.200.33
    R-squared (against Standard Index)58.6554.44
    Standard Deviation2.933.85
    Sharpe Ratio0.650.91
    Treynor Ratio3.064.38
    10 Years
    StatisticA0M2JS.DECategory
    Alpha (against Standard Index)N/A-1.90
    Beta (against Standard Index)N/A0.81
    Mean Annual ReturnN/A0.27
    R-squared (against Standard Index)N/A59.34
    Standard DeviationN/A4.34
    Sharpe RatioN/A0.32
    Treynor RatioN/A1.60