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Mediolanum BB Emerging Mkts Collect S A (IE0009624234.IR)

16.82 0.00(0.00%) Jul 26

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up9
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):58.45%
Worst 1 Yr Total Return(Dec 30, 2008):-51.27%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-4.52-0.37
Beta (against Standard Index)0.900.94
Mean Annual Return-0.63-0.05
R-squared (against Standard Index)93.9191.32
Standard Deviation15.4516.24
Sharpe Ratio-0.49-0.04
Treynor Ratio-9.35-2.03
5 Years
Alpha (against Standard Index)-2.82-0.26
Beta (against Standard Index)0.840.96
Mean Annual Return-0.44-0.19
R-squared (against Standard Index)95.1193.32
Standard Deviation16.2218.67
Sharpe Ratio-0.33-0.12
Treynor Ratio-7.70-4.06
10 Years
Alpha (against Standard Index)-3.83-0.66
Beta (against Standard Index)0.910.97
Mean Annual Return0.080.46
R-squared (against Standard Index)97.8395.09
Standard Deviation21.9123.33
Sharpe Ratio0.000.20
Treynor Ratio-2.701.94