กองทุนเปิดไทยพาณิชย์ Global Clean Energy (ชนิดสะสมมูลค่า)Register to Unlock Ratings |
Morningstar Rating™(Relative to Category) | 30/11/2024 | ||||||||||||||||||||
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Category : Alternative Energy Equity | Click here to see our Methodology |
Volatility Measurements | 30/11/2024 | ||||||||||
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Modern Portfolio Statistics | 30/11/2024 | 30/11/2024 |
Standard Index | Best Fit Index | |
S&P Global Clean Energy TR USD | Morningstar Gbl Renew Enrg NR USD | |
3-Yr Beta | 0.98 | 1.64 |
3-Yr Alpha | -10.78 | -27.33 |
Return/Risk Analysis | - | ||
Risk Measurement | 1 Year | 3 Years | 5 Years |
Standard Deviation | 30.04 | 35.72 | - |
Sharpe Ratio | 0.00 | -0.78 | - |
Positive Months | 6 | 16 | 18 |
Negative Months | 6 | 20 | 26 |
Worst Month | -16.92 | -19.72 | -19.72 |
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