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Mercer Low Volatility Eq Z-1€ (0P0000Y5N7.F)

Frankfurt - Frankfurt Delayed price. Currency in EUR
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310.91-0.64 (-0.21%)
At close: 10:00PM CEST

Risk overview

Morningstar risk rating★
Number of years up7
Number of years down3
Best 1-yr total return (27 June 2024)26.06%
Worst 1-yr total return (27 June 2024)N/A

Risk statistics

3 years
0P0000Y5N7.FCategory average
5 years
0P0000Y5N7.FCategory average
10 years
0P0000Y5N7.FCategory average
Alpha
-1.54N/A
-1.92N/A
0.19N/A
BETA
0.85N/A
0.81N/A
0.8N/A
Mean annual return
0.36N/A
0.73N/A
0.65N/A
R-squared
95.63N/A
95.06N/A
94.69N/A
Standard deviation
14.36N/A
14.55N/A
12.11N/A
Sharpe ratio
0.08N/A
0.44N/A
0.52N/A
Treynor ratio
0.16N/A
7.02N/A
7.24N/A