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

    8.68 Down 0.09(1.03%) Jul 24

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up2
    Number of Years Down2
    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
    StatisticTW000T4114Y2.TWCategory
    Alpha (against Standard Index)0.48-0.04
    Beta (against Standard Index)0.870.96
    Mean Annual Return0.360.35
    R-squared (against Standard Index)68.2186.89
    Standard Deviation13.1512.85
    Sharpe Ratio0.320.33
    Treynor Ratio4.033.79
    5 Years
    StatisticTW000T4114Y2.TWCategory
    Alpha (against Standard Index)N/A-0.72
    Beta (against Standard Index)N/A0.97
    Mean Annual ReturnN/A0.36
    R-squared (against Standard Index)N/A92.97
    Standard DeviationN/A18.20
    Sharpe RatioN/A0.24
    Treynor RatioN/A2.95
    10 Years
    StatisticTW000T4114Y2.TWCategory
    Alpha (against Standard Index)N/A-1.17
    Beta (against Standard Index)N/A0.98
    Mean Annual ReturnN/A0.78
    R-squared (against Standard Index)N/A95.57
    Standard DeviationN/A23.70
    Sharpe RatioN/A0.34
    Treynor RatioN/A5.48