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    THE RSIT Digital Fund (THERSITDIGIT.TW)

    26.26 0.00(0.00%) May 26

    Risk as of Apr 29, 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)8.36-2.47
    Beta (against Standard Index)0.470.94
    Mean Annual Return1.200.79
    R-squared (against Standard Index)16.2073.74
    Standard Deviation15.8915.17
    Sharpe Ratio0.900.62
    Treynor Ratio29.529.10
    5 Years
    StatisticTHERSITDIGIT.TWCategory
    Alpha (against Standard Index)1.46-3.86
    Beta (against Standard Index)0.761.00
    Mean Annual Return0.770.53
    R-squared (against Standard Index)34.8777.64
    Standard Deviation18.4616.44
    Sharpe Ratio0.500.39
    Treynor Ratio10.214.97
    10 Years
    StatisticTHERSITDIGIT.TWCategory
    Alpha (against Standard Index)4.63-1.52
    Beta (against Standard Index)0.950.98
    Mean Annual Return1.030.54
    R-squared (against Standard Index)48.3380.80
    Standard Deviation25.0120.47
    Sharpe Ratio0.450.27
    Treynor Ratio9.143.48