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    Münsterländische Bank Strategieportf II (A0M2JT.DE)

    195.80 Up 0.09(0.05%) Oct 12

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up5
    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
    Alpha (against Standard Index)-5.75-3.47
    Beta (against Standard Index)1.110.88
    Mean Annual Return0.440.44
    R-squared (against Standard Index)78.9156.94
    Standard Deviation7.136.94
    Sharpe Ratio0.730.76
    Treynor Ratio4.535.80
    5 Years
    Alpha (against Standard Index)-6.40-4.98
    Beta (against Standard Index)1.250.98
    Mean Annual Return0.390.31
    R-squared (against Standard Index)74.5753.72
    Standard Deviation8.217.93
    Sharpe Ratio0.510.43
    Treynor Ratio3.167.97
    10 Years
    Alpha (against Standard Index)N/A-2.70
    Beta (against Standard Index)N/A0.93
    Mean Annual ReturnN/A0.25
    R-squared (against Standard Index)N/A53.54
    Standard DeviationN/A9.16
    Sharpe RatioN/A0.16
    Treynor RatioN/A0.10