Risk overview
Morningstar risk rating★★★
Number of years up11
Number of years down5
Best 1-yr total return (4 Jul 2024)53.10%
Worst 1-yr total return (4 Jul 2024)N/A
Risk statistics
3 years
CAGEXCategory average5 years
CAGEXCategory average10 years
CAGEXCategory averageAlpha
1.380.04
4.150.04
2.30.02
BETA
1.10.01
1.060.01
1.080.01
Mean annual return
0.70.02
1.370.02
1.010.01
R-squared
91.050.89
89.510.87
89.110.88
Standard deviation
19.420.19
19.530.15
16.90.15
Sharpe ratio
0.260.01
0.730.01
0.620.01
Treynor ratio
3.010.18
12.550.18
8.930.11
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