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More On IXEMPBF4.MX


IXE FD MEDIANO-BF4 (IXEMPBF4.MX)

3.71 Up 0.00(0.02%) Aug 28

Risk as of Jul 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)-1.59-1.87
Beta (against Standard Index)0.680.63
Mean Annual Return0.310.28
R-squared (against Standard Index)81.7173.57
Standard Deviation0.630.55
Sharpe Ratio-0.18-0.46
Treynor Ratio-0.43-1.14
5 Years
StatisticIXEMPBF4.MXCategory
Alpha (against Standard Index)N/A-1.77
Beta (against Standard Index)N/A0.54
Mean Annual ReturnN/A0.29
R-squared (against Standard Index)N/A56.85
Standard DeviationN/A0.65
Sharpe RatioN/A-0.55
Treynor RatioN/A-1.31
10 Years
StatisticIXEMPBF4.MXCategory
Alpha (against Standard Index)N/A-1.87
Beta (against Standard Index)N/A0.29
Mean Annual ReturnN/A0.38
R-squared (against Standard Index)N/A22.82
Standard DeviationN/A1.32
Sharpe RatioN/A-1.27
Treynor RatioN/A-6.31