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More On IXEMPBM2.MX


IXE FD MEDIANO-BM2 (IXEMPBM2.MX)

3.60 Down 0.00(0.00%) Sep 15

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up5
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)-2.17-1.78
Beta (against Standard Index)0.680.65
Mean Annual Return0.240.27
R-squared (against Standard Index)80.8975.22
Standard Deviation0.550.55
Sharpe Ratio-0.70-0.50
Treynor Ratio-1.60-1.20
5 Years
StatisticIXEMPBM2.MXCategory
Alpha (against Standard Index)-2.18-1.82
Beta (against Standard Index)0.610.54
Mean Annual Return0.270.29
R-squared (against Standard Index)69.3857.74
Standard Deviation0.660.65
Sharpe Ratio-0.70-0.57
Treynor Ratio-1.50-1.36
10 Years
StatisticIXEMPBM2.MXCategory
Alpha (against Standard Index)N/A-1.86
Beta (against Standard Index)N/A0.29
Mean Annual ReturnN/A0.38
R-squared (against Standard Index)N/A22.95
Standard DeviationN/A1.32
Sharpe RatioN/A-1.27
Treynor RatioN/A-6.29