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IXE FD MEDIANO-BF4 (IXEMPBF4.MX)

3.73 Up 0.00(0.00%) Nov 20

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up4
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2011):4.76%
Worst 1 Yr Total Return(Dec 30, 2013):3.29%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIXEMPBF4.MXCategory
Alpha (against Standard Index)-1.50-1.64
Beta (against Standard Index)0.640.62
Mean Annual Return0.280.27
R-squared (against Standard Index)77.1471.05
Standard Deviation0.550.65
Sharpe Ratio-0.33-0.49
Treynor Ratio-0.80-1.18
5 Years
StatisticIXEMPBF4.MXCategory
Alpha (against Standard Index)N/A-1.76
Beta (against Standard Index)N/A0.52
Mean Annual ReturnN/A0.28
R-squared (against Standard Index)N/A56.85
Standard DeviationN/A0.64
Sharpe RatioN/A-0.62
Treynor RatioN/A-1.52
10 Years
StatisticIXEMPBF4.MXCategory
Alpha (against Standard Index)N/A-1.89
Beta (against Standard Index)N/A0.29
Mean Annual ReturnN/A0.37
R-squared (against Standard Index)N/A22.41
Standard DeviationN/A1.37
Sharpe RatioN/A-1.25
Treynor RatioN/A-6.35