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    More On IE00B2NLMT64…


    Mediolanum BB MS Glbl Sel L A (IE00B2NLMT64.IR)

    8.60 Up 0.05(0.58%) Mar 23

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up6
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):24.69%
    Worst 1 Yr Total Return(Dec 30, 2011):-4.17%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIE00B2NLMT64.IRCategory
    Alpha (against Standard Index)-5.19-2.78
    Beta (against Standard Index)0.951.01
    Mean Annual Return0.230.30
    R-squared (against Standard Index)92.9085.92
    Standard Deviation11.8112.12
    Sharpe Ratio0.220.29
    Treynor Ratio2.122.71
    5 Years
    StatisticIE00B2NLMT64.IRCategory
    Alpha (against Standard Index)-4.18-2.54
    Beta (against Standard Index)0.931.03
    Mean Annual Return0.250.64
    R-squared (against Standard Index)93.1087.01
    Standard Deviation12.9912.25
    Sharpe Ratio0.230.62
    Treynor Ratio2.286.90
    10 Years
    StatisticIE00B2NLMT64.IRCategory
    Alpha (against Standard Index)N/A-2.17
    Beta (against Standard Index)N/A1.03
    Mean Annual ReturnN/A0.40
    R-squared (against Standard Index)N/A90.13
    Standard DeviationN/A17.93
    Sharpe RatioN/A0.24
    Treynor RatioN/A2.55