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

    17.91 Up 0.02(0.11%) Feb 23

    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
    StatisticIE0009624234.IRCategory
    Alpha (against Standard Index)-4.52-0.35
    Beta (against Standard Index)0.900.93
    Mean Annual Return-0.630.18
    R-squared (against Standard Index)93.9191.14
    Standard Deviation15.4515.81
    Sharpe Ratio-0.490.13
    Treynor Ratio-9.350.86
    5 Years
    StatisticIE0009624234.IRCategory
    Alpha (against Standard Index)-2.820.04
    Beta (against Standard Index)0.840.96
    Mean Annual Return-0.440.11
    R-squared (against Standard Index)95.1191.32
    Standard Deviation16.2215.62
    Sharpe Ratio-0.330.08
    Treynor Ratio-7.700.11
    10 Years
    StatisticIE0009624234.IRCategory
    Alpha (against Standard Index)-3.83-0.83
    Beta (against Standard Index)0.910.97
    Mean Annual Return0.080.36
    R-squared (against Standard Index)97.8395.06
    Standard Deviation21.9123.32
    Sharpe Ratio0.000.16
    Treynor Ratio-2.700.96