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    Münsterländische Bank Strategieportf I (A0M2JS.DE)

    85.16 Down 0.10(0.12%) Sep 1

    Risk as of Jul 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)-3.04-1.45
    Beta (against Standard Index)0.570.69
    Mean Annual Return0.170.39
    R-squared (against Standard Index)71.0659.53
    Standard Deviation2.583.53
    Sharpe Ratio0.741.32
    Treynor Ratio3.334.76
    5 Years
    StatisticA0M2JS.DECategory
    Alpha (against Standard Index)-2.74-2.04
    Beta (against Standard Index)0.610.74
    Mean Annual Return0.170.30
    R-squared (against Standard Index)64.3557.62
    Standard Deviation3.023.95
    Sharpe Ratio0.540.81
    Treynor Ratio2.604.02
    10 Years
    StatisticA0M2JS.DECategory
    Alpha (against Standard Index)N/A-1.75
    Beta (against Standard Index)N/A0.81
    Mean Annual ReturnN/A0.25
    R-squared (against Standard Index)N/A60.40
    Standard DeviationN/A4.47
    Sharpe RatioN/A0.28
    Treynor RatioN/A1.46