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    Mediolanum BB US Collection S A (IE0009623822.IR)

    8.86 Down 0.05(0.56%) Jul 28

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):26.98%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.85%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-6.41-2.93
    Beta (against Standard Index)1.071.03
    Mean Annual Return0.460.74
    R-squared (against Standard Index)91.3891.16
    Standard Deviation12.7412.24
    Sharpe Ratio0.420.73
    Treynor Ratio4.448.31
    5 Years
    Alpha (against Standard Index)-6.50-3.10
    Beta (against Standard Index)1.001.03
    Mean Annual Return0.380.78
    R-squared (against Standard Index)90.8891.38
    Standard Deviation13.0113.38
    Sharpe Ratio0.340.70
    Treynor Ratio3.728.55
    10 Years
    Alpha (against Standard Index)-6.07-2.38
    Beta (against Standard Index)0.970.99
    Mean Annual Return0.140.50
    R-squared (against Standard Index)92.2991.43
    Standard Deviation15.6416.14
    Sharpe Ratio0.040.32
    Treynor Ratio-0.603.96