M62.SI - Principal FTSE ASEAN 40

SES - SES Delayed Price. Currency in USD

Risk statistics

3 yearsM62.SICategory average
5 yearsM62.SICategory average
10 yearsM62.SICategory average
Alpha
3.9N/A
0.12N/A
0.16N/A
BETA
1.03N/A
0.99N/A
0.99N/A
Mean annual return
0.95N/A
-0.04N/A
0.07N/A
R-squared
90.67N/A
92.04N/A
93.75N/A
Standard deviation
17.11N/A
18.7N/A
16.12N/A
Sharpe ratio
0.59N/A
-0.11N/A
-0.01N/A
Treynor ratio
8.97N/A
-3.83N/A
-1.42N/A