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FT Vermögensstrategie A/I (A0NEBN.DE)

50.86 Up 0.42(0.83%) Oct 22

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up3
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2010):6.71%
Worst 1 Yr Total Return(Dec 30, 2011):-14.86%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticA0NEBN.DECategory
Alpha (against Standard Index)-5.25-5.66
Beta (against Standard Index)0.840.92
Mean Annual Return0.470.52
R-squared (against Standard Index)61.2047.58
Standard Deviation4.766.42
Sharpe Ratio1.120.97
Treynor Ratio6.375.14
5 Years
StatisticA0NEBN.DECategory
Alpha (against Standard Index)-7.43-5.26
Beta (against Standard Index)0.960.94
Mean Annual Return0.150.32
R-squared (against Standard Index)58.8647.01
Standard Deviation6.327.36
Sharpe Ratio0.210.48
Treynor Ratio1.183.12
10 Years
StatisticA0NEBN.DECategory
Alpha (against Standard Index)N/A-2.41
Beta (against Standard Index)N/A0.92
Mean Annual ReturnN/A0.32
R-squared (against Standard Index)N/A51.91
Standard DeviationN/A8.80
Sharpe RatioN/A0.25
Treynor RatioN/A1.80