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    Mediolanum Ch Euro Income L B (IE0004880377.IR)

    4.84 0.00(0.00%) Sep 22

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up15
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2008):5.49%
    Worst 1 Yr Total Return(Dec 30, 2010):-0.94%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.52-0.46
    Beta (against Standard Index)1.101.27
    Mean Annual Return-0.030.09
    R-squared (against Standard Index)90.4070.08
    Standard Deviation0.670.76
    Sharpe Ratio-0.541.36
    Treynor Ratio-0.320.44
    5 Years
    Alpha (against Standard Index)-1.59-0.54
    Beta (against Standard Index)1.091.19
    Mean Annual Return0.070.14
    R-squared (against Standard Index)98.1878.14
    Standard Deviation1.491.69
    Sharpe Ratio0.340.88
    Treynor Ratio0.452.39
    10 Years
    Alpha (against Standard Index)-1.56-0.75
    Beta (against Standard Index)1.050.99
    Mean Annual Return0.110.17
    R-squared (against Standard Index)95.8872.42
    Standard Deviation1.521.70
    Sharpe Ratio-0.040.47
    Treynor Ratio-0.060.78