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    Previgest Mediolanum Fund Azionario (F00000JPTC.MI)

    12.93 0.00(0.00%) Jul 29

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2010):29.93%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.22%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF00000JPTC.MICategory
    Alpha (against Standard Index)-4.11-2.98
    Beta (against Standard Index)0.891.02
    Mean Annual Return0.160.23
    R-squared (against Standard Index)91.7085.64
    Standard Deviation10.9511.77
    Sharpe Ratio0.170.23
    Treynor Ratio1.442.00
    5 Years
    StatisticF00000JPTC.MICategory
    Alpha (against Standard Index)N/A-2.93
    Beta (against Standard Index)N/A1.03
    Mean Annual ReturnN/A0.58
    R-squared (against Standard Index)N/A87.52
    Standard DeviationN/A12.12
    Sharpe RatioN/A0.58
    Treynor RatioN/A6.24
    10 Years
    StatisticF00000JPTC.MICategory
    Alpha (against Standard Index)N/A-1.88
    Beta (against Standard Index)N/A1.03
    Mean Annual ReturnN/A0.32
    R-squared (against Standard Index)N/A90.56
    Standard DeviationN/A17.88
    Sharpe RatioN/A0.18
    Treynor RatioN/A1.62