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    Mediolanum Activo L-B FI (ES0165127020.BC)

    9.30 Down 0.01(0.11%) Jan 19

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):4.13%
    Worst 1 Yr Total Return(Dec 30, 2015):0.83%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticES0165127020.BCCategory
    Alpha (against Standard Index)-0.30-0.61
    Beta (against Standard Index)1.671.51
    Mean Annual Return0.140.08
    R-squared (against Standard Index)31.9244.63
    Standard Deviation1.631.02
    Sharpe Ratio0.991.32
    Treynor Ratio0.96-0.33
    5 Years
    StatisticES0165127020.BCCategory
    Alpha (against Standard Index)N/A-0.20
    Beta (against Standard Index)N/A1.05
    Mean Annual ReturnN/A0.16
    R-squared (against Standard Index)N/A51.21
    Standard DeviationN/A1.39
    Sharpe RatioN/A1.48
    Treynor RatioN/A-22.23
    10 Years
    StatisticES0165127020.BCCategory
    Alpha (against Standard Index)N/A-0.72
    Beta (against Standard Index)N/A0.89
    Mean Annual ReturnN/A0.16
    R-squared (against Standard Index)N/A45.09
    Standard DeviationN/A1.95
    Sharpe RatioN/A0.48
    Treynor RatioN/A1.14