|
|
| Ecart-type 3 ans: |
14.98% |
| Ratio de Sharpe 3 ans: |
0.8 |
|
| Performance moyenne 3 ans: |
10.82% |
|
|
| Analyse du risque (3 ans) au 31-10-2011 |
|
| Best fit index |
| Name | DJ UBS Commodity PR EUR |
| RSquared | 78.25 |
| Alpha | 11.94 |
| Beta | 0.79 |
| Tracking Error | 0 |
|
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| Graphique LYXOR ETF COMMD THM R/J CR |
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Durée :
Période :
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