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    More On IE00B1P83R33…

    Mediolanum Ch Provident 2 (IE00B1P83R33.IR)

    13.96 Down 0.02(0.14%) Feb 23

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up7
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):15.51%
    Worst 1 Yr Total Return(Dec 30, 2008):-21.79%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.37-3.09
    Beta (against Standard Index)1.020.85
    Mean Annual Return0.470.38
    R-squared (against Standard Index)97.2570.72
    Standard Deviation6.996.77
    Sharpe Ratio0.810.71
    Treynor Ratio5.425.54
    5 Years
    Alpha (against Standard Index)-2.34-3.04
    Beta (against Standard Index)1.000.89
    Mean Annual Return0.530.44
    R-squared (against Standard Index)94.5768.93
    Standard Deviation6.466.24
    Sharpe Ratio0.940.86
    Treynor Ratio6.045.89
    10 Years
    Alpha (against Standard Index)N/A-2.86
    Beta (against Standard Index)N/A0.93
    Mean Annual ReturnN/A0.23
    R-squared (against Standard Index)N/A72.41
    Standard DeviationN/A7.81
    Sharpe RatioN/A0.21
    Treynor RatioN/A1.52