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    More On IE0004457200…


    Mediolanum Ch Germany Equity S A (IE0004457200.IR)

    10.98 Down 0.10(0.90%) Dec 1

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):31.43%
    Worst 1 Yr Total Return(Dec 30, 2002):-44.87%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIE0004457200.IRCategory
    Alpha (against Standard Index)-1.93-0.10
    Beta (against Standard Index)0.830.94
    Mean Annual Return0.490.54
    R-squared (against Standard Index)95.8594.51
    Standard Deviation14.7016.51
    Sharpe Ratio0.400.39
    Treynor Ratio5.925.63
    5 Years
    StatisticIE0004457200.IRCategory
    Alpha (against Standard Index)-2.670.06
    Beta (against Standard Index)0.830.95
    Mean Annual Return0.310.98
    R-squared (against Standard Index)95.9691.78
    Standard Deviation15.8415.64
    Sharpe Ratio0.210.75
    Treynor Ratio2.5911.58
    10 Years
    StatisticIE0004457200.IRCategory
    Alpha (against Standard Index)-2.71-0.21
    Beta (against Standard Index)0.820.97
    Mean Annual Return0.280.57
    R-squared (against Standard Index)94.3692.74
    Standard Deviation16.4319.73
    Sharpe Ratio0.120.28
    Treynor Ratio0.723.83