Dow Down1.29% Nasdaq Down3.25%

More On IXEMPBM2.MX

Quotes

Charts

News & Info

  • Headlines
  • Message Boards

Fund


IXE FD MEDIANO-BM2 (IXEMPBM2.MX)

3.69 Down 0.00(0.01%) Feb 5

Risk as of Dec 30, 2015Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2011):4.14%
Worst 1 Yr Total Return(Dec 30, 2009):1.44%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIXEMPBM2.MXCategory
Alpha (against Standard Index)-2.26-1.97
Beta (against Standard Index)0.580.61
Mean Annual Return0.180.21
R-squared (against Standard Index)79.3773.40
Standard Deviation0.410.69
Sharpe Ratio-0.83-0.57
Treynor Ratio-2.06-1.43
5 Years
StatisticIXEMPBM2.MXCategory
Alpha (against Standard Index)-1.99-1.78
Beta (against Standard Index)0.600.59
Mean Annual Return0.230.25
R-squared (against Standard Index)76.4568.18
Standard Deviation0.580.65
Sharpe Ratio-0.70-0.56
Treynor Ratio-1.66-1.40
10 Years
StatisticIXEMPBM2.MXCategory
Alpha (against Standard Index)N/A-2.15
Beta (against Standard Index)N/A0.41
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A27.48
Standard DeviationN/A1.51
Sharpe RatioN/A-0.95
Treynor RatioN/A-4.50