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    EP China A (EPHCX)

    12.35 Up 0.03(0.24%) Dec 24

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2010):23.02%
    Worst 1 Yr Total Return(Dec 30, 2011):-32.22%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.671.63
    Beta (against Standard Index)0.780.87
    Mean Annual Return0.980.88
    R-squared (against Standard Index)63.1458.03
    Standard Deviation12.6014.67
    Sharpe Ratio0.930.72
    Treynor Ratio14.6611.59
    5 Years
    Alpha (against Standard Index)0.14-0.26
    Beta (against Standard Index)0.860.92
    Mean Annual Return0.500.50
    R-squared (against Standard Index)65.7568.16
    Standard Deviation17.4418.23
    Sharpe Ratio0.340.33
    Treynor Ratio5.244.92
    10 Years
    Alpha (against Standard Index)N/A4.46
    Beta (against Standard Index)N/A1.08
    Mean Annual ReturnN/A1.05
    R-squared (against Standard Index)N/A69.23
    Standard DeviationN/A24.61
    Sharpe RatioN/A0.45
    Treynor RatioN/A7.77