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    Mediolanum Bb Equity Pwr Cpn Cllctn SCA (IE0030609048.IR)

    10.37 Up 0.04(0.39%) Oct 20

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):22.54%
    Worst 1 Yr Total Return(Dec 30, 2008):-40.58%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-8.02-2.78
    Beta (against Standard Index)0.971.02
    Mean Annual Return-0.120.31
    R-squared (against Standard Index)93.6987.58
    Standard Deviation11.8412.28
    Sharpe Ratio-0.130.31
    Treynor Ratio-2.242.98
    5 Years
    Alpha (against Standard Index)-6.17-3.22
    Beta (against Standard Index)0.981.06
    Mean Annual Return0.030.77
    R-squared (against Standard Index)94.8688.77
    Standard Deviation13.3413.48
    Sharpe Ratio0.020.69
    Treynor Ratio-0.588.21
    10 Years
    Alpha (against Standard Index)-5.16-1.60
    Beta (against Standard Index)0.961.03
    Mean Annual Return0.010.36
    R-squared (against Standard Index)96.1690.49
    Standard Deviation16.2917.91
    Sharpe Ratio-0.060.20
    Treynor Ratio-2.341.88