00700.TW - Fubon Hang Seng China Enterprises ETF

Taiwan - Taiwan Delayed Price. Currency in TWD

Risk statistics

3 years00700.TWCategory average
5 years00700.TWCategory average
10 years00700.TWCategory average
Alpha
-8.22N/A
-6.96N/A
0N/A
BETA
0.93N/A
0.91N/A
0N/A
Mean annual return
-0.86N/A
-0.7N/A
0N/A
R-squared
90.08N/A
88.53N/A
0N/A
Standard deviation
29.15N/A
25.6N/A
0N/A
Sharpe ratio
-0.4N/A
-0.39N/A
0N/A
Treynor ratio
-15.72N/A
-13.75N/A
0N/A