Send me a link:

*Text messaging rates may apply.

 Dow Down0.16% Nasdaq Up0.40%

More On A0NEBN.DE


FT Vermögensstrategie A/I (A0NEBN.DE)

50.79 Up 0.20(0.40%) Jul 23

Risk as of Jun 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)-10.55-6.82
Beta (against Standard Index)1.151.02
Mean Annual Return0.090.30
R-squared (against Standard Index)64.7553.21
Standard Deviation7.217.54
Sharpe Ratio0.090.45
Treynor Ratio0.332.73
5 Years
StatisticA0NEBN.DECategory
Alpha (against Standard Index)-7.71-4.86
Beta (against Standard Index)0.780.94
Mean Annual Return0.050.41
R-squared (against Standard Index)43.2948.23
Standard Deviation6.327.53
Sharpe Ratio0.010.61
Treynor Ratio-0.205.32
10 Years
StatisticA0NEBN.DECategory
Alpha (against Standard Index)N/A-2.19
Beta (against Standard Index)N/A0.93
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A52.46
Standard DeviationN/A8.78
Sharpe RatioN/A0.22
Treynor RatioN/A1.43