กองทุนเปิดทหารไทยออย์ฟันด์Register to Unlock Ratings |
Morningstar Rating™(Relative to Category) | - | ||||||||||||||||||||
| |||||||||||||||||||||
Category : Commodities Energy | Click here to see our Methodology |
Volatility Measurements | 30/04/2024 | ||||||||||
| |||||||||||
Modern Portfolio Statistics | - | 30/04/2024 |
Standard Index | Best Fit Index | |
Bloomberg Commodity PR EUR | ||
3-Yr Beta | - | 1.29 |
3-Yr Alpha | - | 6.52 |
Return/Risk Analysis | - | ||
Risk Measurement | 1 Year | 3 Years | 5 Years |
Standard Deviation | 25.9 | 27.17 | 30.92 |
Sharpe Ratio | 0.68 | 0.72 | 0.45 |
Positive Months | 8 | 23 | 38 |
Negative Months | 4 | 13 | 22 |
Worst Month | -8.09 | -17.16 | -21.53 |
Advertisement |