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

6.57 0.00(0.00%) May 25

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up2
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2014):10.24%
Worst 1 Yr Total Return(Dec 30, 2011):-23.43%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-4.03-0.67
Beta (against Standard Index)1.110.95
Mean Annual Return-0.65-0.32
R-squared (against Standard Index)73.3791.75
Standard Deviation21.6616.54
Sharpe Ratio-0.36-0.24
Treynor Ratio-8.74-5.36
5 Years
Alpha (against Standard Index)-5.34-0.37
Beta (against Standard Index)0.950.96
Mean Annual Return-0.68-0.27
R-squared (against Standard Index)77.0293.45
Standard Deviation20.3418.61
Sharpe Ratio-0.41-0.17
Treynor Ratio-10.37-5.00
10 Years
Alpha (against Standard Index)N/A-0.74
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.36
R-squared (against Standard Index)N/A95.11
Standard DeviationN/A23.52
Sharpe RatioN/A0.14
Treynor RatioN/A0.60