|
|
| Ecart-type 3 ans: |
15.67% |
| Ratio de Sharpe 3 ans: |
0.09 |
|
| Performance moyenne 3 ans: |
43.62% |
|
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| Notation MorningStar au 30-09-2011 |
|
|
Performance Morningstar |
Risque Morningstar |
Notation Morningstar™ |
| 3-Ans |
Above Avg |
Low |
|
| 5-Ans |
High |
Low |
|
| OverAll |
High |
Low |
|
|
| Analyse du risque (3 ans) au 30-09-2011 |
|
| Category index | Best fit index |
| Name | MSCI Europe NR USD | MSCI Europe Ex UK NR USD |
| RSquared | 90.31 | 91.74 |
| Alpha | 1.97 | 3.03 |
| Beta | 0.78 | 0.73 |
| Tracking Error | 6.43 | 0 |
|
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| Graphique HENDERSON HORIZON PAN EURP |
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Durée :
Période :
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