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Münsterländische Bank Strategieportf II (A0M2JT.DE)

193.34 Up 2.70(1.42%) Nov 24

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up4
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2010):11.11%
Worst 1 Yr Total Return(Dec 30, 2011):-8.71%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticA0M2JT.DECategory
Alpha (against Standard Index)-9.84-6.06
Beta (against Standard Index)1.260.92
Mean Annual Return0.460.43
R-squared (against Standard Index)70.0247.14
Standard Deviation6.526.25
Sharpe Ratio0.800.84
Treynor Ratio4.085.94
5 Years
StatisticA0M2JT.DECategory
Alpha (against Standard Index)-7.24-5.69
Beta (against Standard Index)1.210.95
Mean Annual Return0.400.32
R-squared (against Standard Index)66.6846.79
Standard Deviation7.387.30
Sharpe Ratio0.580.49
Treynor Ratio3.383.11
10 Years
StatisticA0M2JT.DECategory
Alpha (against Standard Index)N/A-2.54
Beta (against Standard Index)N/A0.92
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A51.75
Standard DeviationN/A8.79
Sharpe RatioN/A0.23
Treynor RatioN/A1.52