Singapore markets closed

(JLVIX)

. Currency in USD
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Risk overview

Morningstar risk rating★★★★★
Number of years up17
Number of years down5
Best 1-yr total return (24 Jun 2024)35.39%
Worst 1-yr total return (24 Jun 2024)N/A

Risk statistics

3 years
JLVIXCategory average
5 years
JLVIXCategory average
10 years
JLVIXCategory average
Alpha
-2.88-0.01
-2.11-0.01
-2.27-0.01
BETA
1.070.01
1.150.01
1.160.01
Mean annual return
0.690.01
1.370.01
1.060.01
R-squared
93.410.94
95.150.95
93.70.95
Standard deviation
19.650.17
21.510.19
18.250.15
Sharpe ratio
0.260
0.660.01
0.610.01
Treynor ratio
3.160.03
11.160.1
8.710.1