กองทุนเปิดไทยพาณิชย์ SET ENERGY SECTOR INDEX (ชนิดจ่ายเงินปันผล)Register to Unlock Ratings |
Morningstar Rating™(Relative to Category) | - | ||||||||||||||||||||
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Category : TH Sector Focus Equity | 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 | |
Morningstar Thailand TME NR USD | ||
3-Yr Beta | - | 1.00 |
3-Yr Alpha | - | -1.85 |
Return/Risk Analysis | - | ||
Risk Measurement | 1 Year | 3 Years | 5 Years |
Standard Deviation | 11.06 | 13.97 | 21.8 |
Sharpe Ratio | -0.76 | -0.21 | -0.04 |
Positive Months | 6 | 18 | 28 |
Negative Months | 6 | 18 | 32 |
Worst Month | -4.83 | -7.24 | -17.74 |
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