Lyxor FTSE Europe Minimum Var ETF C EUR GBP (LSE:MVEX) - ETF price


ETF Report

Lyxor FTSE Europe Minimum Variance UCITS ETF - C-EUR (GBP) MVEX

Morningstar Rating™ (Relative to Category) 30/06/2020
 Morningstar ReturnMorningstar Risk (Rel to Cat)Morningstar Rating™
Category: Europe Large-Cap Blend EquityClick here to see our Methodology
3-YearAbove AverageLowStarRatingValueLabel_4
5-YearHighLowStarRatingValueLabel_5
10-Year--Not Rated
OverallHighLowStarRatingValueLabel_5
Modern Portfolio Statistics 30/06/2020
 Standard Index
MSCI Europe NR EUR
Best Fit Index
3-Yr R-Squared91.85-
3-Yr Beta0.80-
3-Yr Alpha0.30-
Return/Risk Analysis 30/06/2020
Risk Measurement1 Year3 Years5 Years
Standard Deviation16.5511.9811.66
3-Yr Mean Return-2.512.949.15
Sharpe Ratio-0.190.190.71
Sortino Ratio---
Positive Months72240
Negative Months51622
Worst Month-11.83-11.83-11.83
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