Risk overview
Morningstar risk rating★★★
Number of years up16
Number of years down11
Best 1-yr total return (2 Jul 2024)61.92%
Worst 1-yr total return (2 Jul 2024)N/A
Risk statistics
3 years
FANAXCategory average5 years
FANAXCategory average10 years
FANAXCategory averageAlpha
21.32-0.34
4.74-0.27
-4.82-0.19
BETA
0.640.02
1.30.02
1.310.02
Mean annual return
2.24-0
1.620
0.57-0
R-squared
13.310.74
37.420.63
39.110.59
Standard deviation
29.140.48
37.040.39
31.110.34
Sharpe ratio
0.8-0
0.460
0.17-0
Treynor ratio
34.12-0.05
8.35-0.02
0.25-0.03
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