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Morningstar Rating™(Relative to Category) | 31/03/2024 | ||||||||||||||||||||
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Category : China Equity | 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 | |
MSCI China NR USD | Hang Seng HSI GR HKD | |
3-Yr Beta | 0.93 | 1.11 |
3-Yr Alpha | 1.57 | -2.48 |
Return/Risk Analysis | - | ||
Risk Measurement | 1 Year | 3 Years | 5 Years |
Standard Deviation | 22.86 | 23.45 | 20.45 |
Sharpe Ratio | 0.18 | -0.40 | -0.32 |
Positive Months | 6 | 17 | 29 |
Negative Months | 6 | 19 | 31 |
Worst Month | -6.92 | -15.90 | -15.90 |
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