SPDR® MSCI Japan ETF GBP (LSE:JPJP) - ETF price


ETF Report

SPDR® MSCI Japan UCITS ETF (GBP) JPJP

Morningstar Rating™ (Relative to Category) 31/07/2019
 Morningstar ReturnMorningstar Risk (Rel to Cat)Morningstar Rating™
Category: Japan Large-Cap EquityClick here to see our Methodology
3-YearAverageLowStarRatingValueLabel_3
5-Year--Not Rated
10-Year--Not Rated
OverallAverageLowStarRatingValueLabel_3
Modern Portfolio Statistics 31/07/2019
 Standard Index
TOPIX TR JPY
Best Fit Index
MSCI Japan NR JPY
3-Yr R-Squared99.2899.99
3-Yr Beta0.991.00
3-Yr Alpha-0.48-0.38
Return/Risk Analysis 31/07/2019
Risk Measurement1 Year3 Years5 Years
Standard Deviation12.1010.40-
3-Yr Mean Return2.438.93-
Sharpe Ratio0.140.78-
Sortino Ratio---
Positive Months82630
Negative Months41316
Worst Month-6.97-6.97-6.97
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