Risk overview
Morningstar risk rating★★★★★
Number of years up19
Number of years down5
Best 1-yr total return (2 Jul 2024)35.58%
Worst 1-yr total return (2 Jul 2024)N/A
Risk statistics
3 years
MEFOXCategory average5 years
MEFOXCategory average10 years
MEFOXCategory averageAlpha
2.15-0.01
2.7-0.01
-1.24-0.01
BETA
1.040.01
1.050.01
1.070.01
Mean annual return
1.130.01
1.590.01
1.080.01
R-squared
96.860.94
96.980.95
94.830.95
Standard deviation
18.870.17
19.330.19
16.90.15
Sharpe ratio
0.540
0.870.01
0.670.01
Treynor ratio
8.750.03
15.570.1
9.820.1
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