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Mediolanum Ch International Income S B (F00000LJJL.IR)

10.82 Up 0.01(0.09%) Oct 25

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up4
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2010):11.60%
Worst 1 Yr Total Return(Dec 30, 2013):-11.34%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.13-1.66
Beta (against Standard Index)0.480.93
Mean Annual Return-0.220.03
R-squared (against Standard Index)64.3464.47
Standard Deviation2.645.35
Sharpe Ratio-1.030.15
Treynor Ratio-5.69-4.69
5 Years
Alpha (against Standard Index)-4.12-0.50
Beta (against Standard Index)0.451.02
Mean Annual Return-0.280.11
R-squared (against Standard Index)41.5765.28
Standard Deviation2.935.71
Sharpe Ratio-1.180.23
Treynor Ratio-7.661.32
10 Years
Alpha (against Standard Index)N/A-0.70
Beta (against Standard Index)N/A1.09
Mean Annual ReturnN/A0.33
R-squared (against Standard Index)N/A75.19
Standard DeviationN/A7.46
Sharpe RatioN/A0.44
Treynor RatioN/A2.92