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    Asaja España Medio PP (ASAJAESPAAME.BC)

    9.04 Up 0.05(0.56%) Aug 27

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2013):10.71%
    Worst 1 Yr Total Return(Dec 30, 2008):-7.94%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticASAJAESPAAME.BCCategory
    Alpha (against Standard Index)4.800.94
    Beta (against Standard Index)0.630.62
    Mean Annual Return0.860.54
    R-squared (against Standard Index)35.3245.29
    Standard Deviation4.034.55
    Sharpe Ratio2.541.72
    Treynor Ratio16.9610.94
    5 Years
    StatisticASAJAESPAAME.BCCategory
    Alpha (against Standard Index)0.25-1.46
    Beta (against Standard Index)0.660.66
    Mean Annual Return0.450.31
    R-squared (against Standard Index)28.3038.82
    Standard Deviation4.914.98
    Sharpe Ratio1.000.73
    Treynor Ratio7.514.72
    10 Years
    StatisticASAJAESPAAME.BCCategory
    Alpha (against Standard Index)-0.94-1.76
    Beta (against Standard Index)0.690.67
    Mean Annual Return0.270.20
    R-squared (against Standard Index)43.7747.54
    Standard Deviation4.424.71
    Sharpe Ratio0.370.17
    Treynor Ratio2.400.99