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Mediolanum Ch Spain Equity L A (IE0030608297.IR)

7.06 Up 0.09(1.29%) Oct 20

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, 2006):31.18%
Worst 1 Yr Total Return(Dec 30, 2008):-32.73%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.741.11
Beta (against Standard Index)0.900.91
Mean Annual Return0.380.30
R-squared (against Standard Index)95.4889.23
Standard Deviation16.2915.54
Sharpe Ratio0.280.25
Treynor Ratio3.623.10
5 Years
Alpha (against Standard Index)-0.152.55
Beta (against Standard Index)0.880.84
Mean Annual Return0.160.64
R-squared (against Standard Index)93.2789.22
Standard Deviation18.2417.66
Sharpe Ratio0.090.44
Treynor Ratio-0.038.05
10 Years
Alpha (against Standard Index)-0.480.12
Beta (against Standard Index)0.890.87
Mean Annual Return0.220.18
R-squared (against Standard Index)94.2891.60
Standard Deviation19.6619.69
Sharpe Ratio0.060.05
Treynor Ratio-0.80-1.08