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More On TW000T0560Y0…


Yuanta Greater China Small & Medium Cap (TW000T0560Y0.TW)

6.79 Down 0.04(0.59%) Jul 29

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up1
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2012):8.50%
Worst 1 Yr Total Return(Dec 30, 2011):-28.56%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTW000T0560Y0.TWCategory
Alpha (against Standard Index)-14.61-1.73
Beta (against Standard Index)1.040.98
Mean Annual Return-0.760.29
R-squared (against Standard Index)80.9487.72
Standard Deviation21.5519.61
Sharpe Ratio-0.420.18
Treynor Ratio-10.521.90
5 Years
StatisticTW000T0560Y0.TWCategory
Alpha (against Standard Index)N/A-1.41
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.74
R-squared (against Standard Index)N/A90.41
Standard DeviationN/A19.15
Sharpe RatioN/A0.46
Treynor RatioN/A7.24
10 Years
StatisticTW000T0560Y0.TWCategory
Alpha (against Standard Index)N/A0.85
Beta (against Standard Index)N/A0.98
Mean Annual ReturnN/A1.07
R-squared (against Standard Index)N/A89.84
Standard DeviationN/A23.30
Sharpe RatioN/A0.49
Treynor RatioN/A9.18