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    KGI EM Trend ETF Fund of Funds (TW000T4114Y2.TW)

    9.08 Up 0.02(0.22%) Dec 17

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up1
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2013):7.73%
    Worst 1 Yr Total Return(Dec 30, 2011):-23.43%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTW000T4114Y2.TWCategory
    Alpha (against Standard Index)-0.99-0.11
    Beta (against Standard Index)0.760.97
    Mean Annual Return0.310.50
    R-squared (against Standard Index)79.9090.94
    Standard Deviation12.7115.28
    Sharpe Ratio0.290.40
    Treynor Ratio3.895.27
    5 Years
    StatisticTW000T4114Y2.TWCategory
    Alpha (against Standard Index)N/A-0.62
    Beta (against Standard Index)N/A0.99
    Mean Annual ReturnN/A0.38
    R-squared (against Standard Index)N/A93.94
    Standard DeviationN/A18.86
    Sharpe RatioN/A0.24
    Treynor RatioN/A2.92
    10 Years
    StatisticTW000T4114Y2.TWCategory
    Alpha (against Standard Index)N/A-1.10
    Beta (against Standard Index)N/A0.98
    Mean Annual ReturnN/A0.89
    R-squared (against Standard Index)N/A95.69
    Standard DeviationN/A23.87
    Sharpe RatioN/A0.39
    Treynor RatioN/A6.72