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Morningstar Rating™(Relative to Category) | - | ||||||||||||||||||||
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Category : Commodities Energy | Click here to see our Methodology |
Volatility Measurements | 30/04/2024 | ||||||||||
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Modern Portfolio Statistics | - | 30/04/2024 |
Standard Index | Best Fit Index | |
Bloomberg Commodity PR EUR | ||
3-Yr Beta | - | 1.29 |
3-Yr Alpha | - | 5.53 |
Return/Risk Analysis | - | ||
Risk Measurement | 1 Year | 3 Years | 5 Years |
Standard Deviation | 25.8 | 27.22 | 30.79 |
Sharpe Ratio | 0.65 | 0.68 | 0.43 |
Positive Months | 8 | 23 | 37 |
Negative Months | 4 | 13 | 23 |
Worst Month | -8.36 | -17.34 | -21.31 |
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