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Mediolanum BB Euro Fixed Income S B (IE0030618221.IR)

9.11 0.00(0.00%) Jan 19

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up11
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2002):3.22%
Worst 1 Yr Total Return(Dec 30, 2010):-0.71%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIE0030618221.IRCategory
Alpha (against Standard Index)-1.39-0.61
Beta (against Standard Index)0.961.51
Mean Annual Return-0.020.08
R-squared (against Standard Index)69.7844.63
Standard Deviation0.641.02
Sharpe Ratio-0.471.32
Treynor Ratio-0.31-0.33
5 Years
StatisticIE0030618221.IRCategory
Alpha (against Standard Index)-1.30-0.20
Beta (against Standard Index)0.651.05
Mean Annual Return0.030.16
R-squared (against Standard Index)80.2951.21
Standard Deviation0.871.39
Sharpe Ratio0.041.48
Treynor Ratio0.05-22.23
10 Years
StatisticIE0030618221.IRCategory
Alpha (against Standard Index)-1.68-0.72
Beta (against Standard Index)0.680.89
Mean Annual Return0.070.16
R-squared (against Standard Index)81.3845.09
Standard Deviation0.951.95
Sharpe Ratio-0.600.48
Treynor Ratio-0.861.14