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

    6.67 Up 0.03(0.45%) Apr 27

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    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)-7.65-0.15
    Beta (against Standard Index)1.011.01
    Mean Annual Return-0.320.31
    R-squared (against Standard Index)48.8786.35
    Standard Deviation25.1519.14
    Sharpe Ratio-0.150.19
    Treynor Ratio-6.821.97
    5 Years
    StatisticTW000T0560Y0.TWCategory
    Alpha (against Standard Index)-9.42-0.89
    Beta (against Standard Index)1.040.99
    Mean Annual Return-0.540.16
    R-squared (against Standard Index)64.1188.26
    Standard Deviation24.6320.19
    Sharpe Ratio-0.270.09
    Treynor Ratio-9.00-0.12
    10 Years
    StatisticTW000T0560Y0.TWCategory
    Alpha (against Standard Index)N/A0.55
    Beta (against Standard Index)N/A0.99
    Mean Annual ReturnN/A0.74
    R-squared (against Standard Index)N/A91.91
    Standard DeviationN/A24.00
    Sharpe RatioN/A0.33
    Treynor RatioN/A5.21