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FT Vermögensstrategie A/I (A0NEBN.DE)

51.74 Down 0.10(0.19%) Sep 30

Risk as of Aug 30, 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)-6.46-6.13
Beta (against Standard Index)0.890.94
Mean Annual Return0.390.46
R-squared (against Standard Index)64.3849.07
Standard Deviation5.136.68
Sharpe Ratio0.820.81
Treynor Ratio4.717.62
5 Years
StatisticA0NEBN.DECategory
Alpha (against Standard Index)-7.70-5.19
Beta (against Standard Index)0.950.95
Mean Annual Return0.140.35
R-squared (against Standard Index)57.9947.21
Standard Deviation6.337.42
Sharpe Ratio0.190.52
Treynor Ratio1.043.64
10 Years
StatisticA0NEBN.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