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    Mediolanum Flessibile Italia LA (IT0001019329.MI)

    20.95 Up 0.14(0.67%) Oct 24

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up13
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2009):30.58%
    Worst 1 Yr Total Return(Dec 30, 2008):-45.57%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.742.45
    Beta (against Standard Index)0.790.95
    Mean Annual Return0.500.32
    R-squared (against Standard Index)94.0492.29
    Standard Deviation15.4217.70
    Sharpe Ratio0.380.22
    Treynor Ratio6.112.64
    5 Years
    Alpha (against Standard Index)3.443.64
    Beta (against Standard Index)0.790.90
    Mean Annual Return0.320.74
    R-squared (against Standard Index)93.5590.68
    Standard Deviation17.0718.43
    Sharpe Ratio0.210.48
    Treynor Ratio2.758.38
    10 Years
    Alpha (against Standard Index)1.481.95
    Beta (against Standard Index)0.840.91
    Mean Annual Return-0.01-0.09
    R-squared (against Standard Index)93.4991.71
    Standard Deviation18.2620.40
    Sharpe Ratio-0.08-0.12
    Treynor Ratio-3.80-4.86