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Factor Inversiones SICAV (FACTORINVERS.BC)

10.23 Up 0.01(0.10%) Sep 17

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up9
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2005):7.79%
Worst 1 Yr Total Return(Dec 30, 2008):-12.18%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFACTORINVERS.BCCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return0.160.35
R-squared (against Standard Index)N/AN/A
Standard Deviation12.4313.47
Sharpe Ratio0.150.29
Treynor RatioN/AN/A
5 Years
StatisticFACTORINVERS.BCCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return-0.020.25
R-squared (against Standard Index)N/AN/A
Standard Deviation13.6114.76
Sharpe Ratio-0.020.19
Treynor RatioN/AN/A
10 Years
StatisticFACTORINVERS.BCCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return0.220.47
R-squared (against Standard Index)N/AN/A
Standard Deviation12.9414.95
Sharpe Ratio0.080.27
Treynor RatioN/AN/A