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

9.25 Down 0.09(0.96%) Sep 15

Risk as of Aug 30, 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)-2.45-0.56
Beta (against Standard Index)0.790.98
Mean Annual Return0.190.44
R-squared (against Standard Index)86.5893.51
Standard Deviation15.9118.95
Sharpe Ratio0.140.28
Treynor Ratio1.253.84
5 Years
StatisticTW000T4114Y2.TWCategory
Alpha (against Standard Index)N/A-1.01
Beta (against Standard Index)N/A0.99
Mean Annual ReturnN/A0.69
R-squared (against Standard Index)N/A93.92
Standard DeviationN/A18.96
Sharpe RatioN/A0.44
Treynor RatioN/A6.84
10 Years
StatisticTW000T4114Y2.TWCategory
Alpha (against Standard Index)N/A-1.29
Beta (against Standard Index)N/A0.99
Mean Annual ReturnN/A1.08
R-squared (against Standard Index)N/A95.73
Standard DeviationN/A23.91
Sharpe RatioN/A0.48
Treynor RatioN/A9.14