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AMIDEX35 Israel A (AMDAX)

10.00 Up 0.02(0.20%) Jun 18


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up9
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):61.04%
Worst 1 Yr Total Return(Dec 30, 2001):-44.81%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAMDAXCategory
Alpha (against Standard Index)-10.942.80
Beta (against Standard Index)0.900.89
Mean Annual Return-0.270.90
R-squared (against Standard Index)63.5388.94
Standard Deviation22.2618.26
Sharpe Ratio-0.150.62
Treynor Ratio-6.2211.50
5 Years
StatisticAMDAXCategory
Alpha (against Standard Index)-2.173.31
Beta (against Standard Index)0.851.02
Mean Annual Return-0.070.43
R-squared (against Standard Index)64.7091.88
Standard Deviation24.4924.73
Sharpe Ratio-0.050.20
Treynor Ratio-4.881.75
10 Years
StatisticAMDAXCategory
Alpha (against Standard Index)0.883.49
Beta (against Standard Index)0.881.03
Mean Annual Return0.881.19
R-squared (against Standard Index)57.8188.11
Standard Deviation21.2219.96
Sharpe Ratio0.420.63
Treynor Ratio7.7911.02