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

    9.14 0.00(0.00%) Oct 20

    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
    Alpha (against Standard Index)-1.39-0.50
    Beta (against Standard Index)0.961.39
    Mean Annual Return-0.020.10
    R-squared (against Standard Index)69.7845.85
    Standard Deviation0.641.01
    Sharpe Ratio-0.471.55
    Treynor Ratio-0.310.00
    5 Years
    Alpha (against Standard Index)-1.30-0.23
    Beta (against Standard Index)0.651.02
    Mean Annual Return0.030.16
    R-squared (against Standard Index)80.2956.71
    Standard Deviation0.871.61
    Sharpe Ratio0.041.27
    Treynor Ratio0.052.85
    10 Years
    Alpha (against Standard Index)-1.68-0.72
    Beta (against Standard Index)0.680.88
    Mean Annual Return0.070.17
    R-squared (against Standard Index)81.3845.56
    Standard Deviation0.951.93
    Sharpe Ratio-0.600.45
    Treynor Ratio-0.861.86