กองทุนเปิดธนชาต Global Equity FundRegister to Unlock Ratings |
Morningstar Rating™(Relative to Category) | 30/04/2024 | ||||||||||||||||||||
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Category : Global 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 World GR USD | Morningstar Netherlands TME GR EUR | |
3-Yr Beta | 0.82 | 0.59 |
3-Yr Alpha | -11.30 | -7.88 |
Return/Risk Analysis | - | ||
Risk Measurement | 1 Year | 3 Years | 5 Years |
Standard Deviation | 16.8 | 16.66 | 16.84 |
Sharpe Ratio | 0.93 | -0.10 | 0.33 |
Positive Months | 8 | 21 | 36 |
Negative Months | 4 | 15 | 24 |
Worst Month | -5.27 | -11.29 | -11.29 |
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