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Lyxor Index Fund - Lyxor MSCI EMU Value (DR) UCITS ETF Dist (VAL.MI)
Milan - Milan Delayed price. Currency in EUR
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135.54
+0.10
(+0.07%)
As of 10:11AM CEST. Market open.
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
VAL.MI
Category average
5 years
VAL.MI
Category average
10 years
VAL.MI
Category average
Alpha
2.11
N/A
-1.09
N/A
-1.72
N/A
BETA
0.88
N/A
1.06
N/A
1.06
N/A
Mean annual return
0.81
N/A
0.73
N/A
0.55
N/A
R-squared
81.8
N/A
90.53
N/A
91.7
N/A
Standard deviation
15.26
N/A
20.26
N/A
17.68
N/A
Sharpe ratio
0.56
N/A
0.4
N/A
0.36
N/A
Treynor ratio
8.68
N/A
6
N/A
4.73
N/A
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