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Morningstar Rating™(Relative to Category) | 31/03/2025 | ||||||||||||||||||||
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Category : Equity Large-Cap | Click here to see our Methodology |
Volatility Measurements | 31/03/2025 | ||||||||||
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Modern Portfolio Statistics | 31/03/2025 | 31/03/2025 |
Standard Index | Best Fit Index | |
SET 50 TR THB | Morningstar Thailand TME NR THB | |
3-Yr Beta | 0.85 | 0.84 |
3-Yr Alpha | -2.86 | -3.96 |
Return/Risk Analysis | - | ||
Risk Measurement | 1 Year | 3 Years | 5 Years |
Standard Deviation | 13.11 | 11.01 | - |
Sharpe Ratio | -1.04 | -0.92 | - |
Positive Months | 4 | 15 | 25 |
Negative Months | 8 | 21 | 31 |
Worst Month | -6.10 | -6.20 | -7.15 |
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