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Münsterländische Bank Strategieportf II (A0M2JT.DE)

189.14 Up 0.10(0.05%) Sep 17

Risk as of Aug 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)-10.26-6.13
Beta (against Standard Index)1.340.94
Mean Annual Return0.510.46
R-squared (against Standard Index)74.0549.07
Standard Deviation7.196.68
Sharpe Ratio0.800.81
Treynor Ratio4.237.62
5 Years
StatisticA0M2JT.DECategory
Alpha (against Standard Index)-6.41-5.19
Beta (against Standard Index)1.180.95
Mean Annual Return0.420.35
R-squared (against Standard Index)66.0647.21
Standard Deviation7.377.42
Sharpe Ratio0.620.52
Treynor Ratio3.743.64
10 Years
StatisticA0M2JT.DECategory
Alpha (against Standard Index)N/A-2.27
Beta (against Standard Index)N/A0.92
Mean Annual ReturnN/A0.32
R-squared (against Standard Index)N/A52.08
Standard DeviationN/A8.74
Sharpe RatioN/A0.25
Treynor RatioN/A1.90