กองทุนเปิดธนาวรรณRegister to Unlock Ratings |
Morningstar Rating™(Relative to Category) | 31/03/2024 | ||||||||||||||||||||
| |||||||||||||||||||||
Category : Equity Large-Cap | Click here to see our Methodology |
Volatility Measurements | 30/04/2024 | ||||||||||
| |||||||||||
Modern Portfolio Statistics | 30/04/2024 | 30/04/2024 |
Standard Index | Best Fit Index | |
SET 50 TR THB | Morningstar Thailand GR THB | |
3-Yr Beta | 0.85 | 0.86 |
3-Yr Alpha | -2.59 | -2.66 |
Return/Risk Analysis | - | ||
Risk Measurement | 1 Year | 3 Years | 5 Years |
Standard Deviation | 10.69 | 10.47 | 16.2 |
Sharpe Ratio | -0.85 | -0.41 | -0.25 |
Positive Months | 6 | 18 | 25 |
Negative Months | 6 | 18 | 35 |
Worst Month | -5.80 | -5.80 | -15.12 |
Advertisement |