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    Mediolanum Ch International Income S A (IE00B603X672.IR)

    11.12 Up 0.02(0.18%) Jul 22

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up4
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2010):11.60%
    Worst 1 Yr Total Return(Dec 30, 2013):-11.35%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.13-1.88
    Beta (against Standard Index)0.480.96
    Mean Annual Return-0.220.07
    R-squared (against Standard Index)64.3166.27
    Standard Deviation2.645.59
    Sharpe Ratio-1.040.23
    Treynor Ratio-5.70-1.21
    5 Years
    Alpha (against Standard Index)-4.12-1.13
    Beta (against Standard Index)0.451.04
    Mean Annual Return-0.280.07
    R-squared (against Standard Index)41.5666.28
    Standard Deviation2.936.10
    Sharpe Ratio-1.180.15
    Treynor Ratio-7.660.53
    10 Years
    Alpha (against Standard Index)N/A-0.84
    Beta (against Standard Index)N/A1.09
    Mean Annual ReturnN/A0.33
    R-squared (against Standard Index)N/A75.66
    Standard DeviationN/A7.43
    Sharpe RatioN/A0.42
    Treynor RatioN/A2.48