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Previgest Mediolanum Fund Bilanciato (F00000JPTE.MI)

16.90 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):18.84%
Worst 1 Yr Total Return(Dec 30, 2008):-18.68%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.79-3.55
Beta (against Standard Index)0.890.88
Mean Annual Return0.440.43
R-squared (against Standard Index)91.9072.64
Standard Deviation6.316.85
Sharpe Ratio0.830.79
Treynor Ratio5.766.18
5 Years
Alpha (against Standard Index)N/A-4.02
Beta (against Standard Index)N/A0.92
Mean Annual ReturnN/A0.47
R-squared (against Standard Index)N/A70.10
Standard DeviationN/A6.76
Sharpe RatioN/A0.82
Treynor RatioN/A5.82
10 Years
Alpha (against Standard Index)N/A-2.81
Beta (against Standard Index)N/A0.94
Mean Annual ReturnN/A0.25
R-squared (against Standard Index)N/A73.33
Standard DeviationN/A7.81
Sharpe RatioN/A0.23
Treynor RatioN/A1.68