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    THE RSIT Digital Fund (THERSITDIGIT.TW)

    26.40 Down 0.12(0.45%) Apr 28

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up11
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):111.65%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.18%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTHERSITDIGIT.TWCategory
    Alpha (against Standard Index)9.94-3.30
    Beta (against Standard Index)0.470.96
    Mean Annual Return1.400.89
    R-squared (against Standard Index)15.0074.06
    Standard Deviation16.0015.02
    Sharpe Ratio1.050.71
    Treynor Ratio35.5710.56
    5 Years
    StatisticTHERSITDIGIT.TWCategory
    Alpha (against Standard Index)1.48-4.11
    Beta (against Standard Index)0.771.01
    Mean Annual Return0.880.64
    R-squared (against Standard Index)35.0478.16
    Standard Deviation18.5116.40
    Sharpe Ratio0.570.47
    Treynor Ratio11.836.37
    10 Years
    StatisticTHERSITDIGIT.TWCategory
    Alpha (against Standard Index)5.42-1.43
    Beta (against Standard Index)0.950.98
    Mean Annual Return1.130.58
    R-squared (against Standard Index)47.4280.91
    Standard Deviation25.1620.43
    Sharpe Ratio0.500.29
    Treynor Ratio10.423.97