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Morningstar Rating™(Relative to Category) | 30/04/2024 | ||||||||||||||||||||
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Category : Equity Large-Cap | Click here to see our Methodology |
Volatility Measurements | 30/04/2024 | ||||||||||
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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 | 0.88 | 0.91 |
3-Yr Alpha | -1.75 | -1.48 |
Return/Risk Analysis | - | ||
Risk Measurement | 1 Year | 3 Years | 5 Years |
Standard Deviation | 9.99 | 10.85 | 18.08 |
Sharpe Ratio | -0.87 | -0.33 | -0.11 |
Positive Months | 5 | 16 | 24 |
Negative Months | 7 | 20 | 36 |
Worst Month | -4.82 | -6.20 | -17.89 |
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