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    Asaja España Medio PP (ASAJAESPAAME.BC)

    9.19 0.00(0.00%) May 26

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    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)0.61-1.73
    Beta (against Standard Index)0.770.72
    Mean Annual Return0.450.23
    R-squared (against Standard Index)75.9366.00
    Standard Deviation4.154.24
    Sharpe Ratio1.300.65
    Treynor Ratio7.003.84
    5 Years
    StatisticASAJAESPAAME.BCCategory
    Alpha (against Standard Index)-0.71-2.54
    Beta (against Standard Index)0.730.71
    Mean Annual Return0.390.23
    R-squared (against Standard Index)39.0150.56
    Standard Deviation5.084.43
    Sharpe Ratio0.870.58
    Treynor Ratio6.053.54
    10 Years
    StatisticASAJAESPAAME.BCCategory
    Alpha (against Standard Index)-1.17-2.20
    Beta (against Standard Index)0.710.69
    Mean Annual Return0.250.16
    R-squared (against Standard Index)47.0250.69
    Standard Deviation4.594.30
    Sharpe Ratio0.340.11
    Treynor Ratio2.140.61