กองทุนเปิดเคแทม ออยล์ ฟันด์Register to Unlock Ratings |
| Morningstar Rating™(Relative to Category) | - | ||||||||||||||||||||
| |||||||||||||||||||||
| Category : Commodities Energy | Click here to see our Methodology | ||||||||||||||||||||
| Volatility Measurements | 31/03/2024 | ||||||||||
| |||||||||||
| Modern Portfolio Statistics | - | 31/03/2024 |
| Standard Index | Best Fit Index | |
| Bloomberg Commodity PR EUR | ||
| 3-Yr Beta | - | 1.27 |
| 3-Yr Alpha | - | 5.52 |
| Return/Risk Analysis | - | ||
| Risk Measurement | 1 Year | 3 Years | 5 Years |
| Standard Deviation | 25.81 | 27.35 | 30.82 |
| Sharpe Ratio | 0.62 | 0.73 | 0.44 |
| Positive Months | 8 | 23 | 37 |
| Negative Months | 4 | 13 | 23 |
| Worst Month | -8.36 | -17.34 | -21.31 |
| Advertisement |
