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More On IXEMPBM3.MX


IXE FD MEDIANO-BM3 (IXEMPBM3.MX)

3.68 Up 0.00(0.02%) Jul 22

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up3
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2011):4.75%
Worst 1 Yr Total Return(Dec 30, 2013):3.29%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIXEMPBM3.MXCategory
Alpha (against Standard Index)-1.67-1.98
Beta (against Standard Index)0.670.62
Mean Annual Return0.310.28
R-squared (against Standard Index)80.9071.98
Standard Deviation0.640.57
Sharpe Ratio-0.16-0.47
Treynor Ratio-0.38-1.18
5 Years
StatisticIXEMPBM3.MXCategory
Alpha (against Standard Index)N/A-1.72
Beta (against Standard Index)N/A0.54
Mean Annual ReturnN/A0.30
R-squared (against Standard Index)N/A56.50
Standard DeviationN/A0.65
Sharpe RatioN/A-0.52
Treynor RatioN/A-1.23
10 Years
StatisticIXEMPBM3.MXCategory
Alpha (against Standard Index)N/A-1.79
Beta (against Standard Index)N/A0.28
Mean Annual ReturnN/A0.39
R-squared (against Standard Index)N/A24.83
Standard DeviationN/A0.96
Sharpe RatioN/A-1.43
Treynor RatioN/A-6.30