• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.72% Nasdaq Up0.50%

    More On MEDIOLANUMAC…


    Mediolanum Activo S-A FI (MEDIOLANUMAC.BC)

    10.66 Up 0.01(0.09%) Dec 7

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up17
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2012):7.37%
    Worst 1 Yr Total Return(Dec 30, 2010):-0.11%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMEDIOLANUMAC.BCCategory
    Alpha (against Standard Index)0.52-0.43
    Beta (against Standard Index)1.541.39
    Mean Annual Return0.190.08
    R-squared (against Standard Index)43.7143.78
    Standard Deviation1.300.99
    Sharpe Ratio1.781.37
    Treynor Ratio1.480.21
    5 Years
    StatisticMEDIOLANUMAC.BCCategory
    Alpha (against Standard Index)1.58-0.24
    Beta (against Standard Index)0.961.02
    Mean Annual Return0.320.16
    R-squared (against Standard Index)28.7557.30
    Standard Deviation2.111.61
    Sharpe Ratio1.681.27
    Treynor Ratio3.763.18
    10 Years
    StatisticMEDIOLANUMAC.BCCategory
    Alpha (against Standard Index)0.52-0.71
    Beta (against Standard Index)0.620.88
    Mean Annual Return0.240.17
    R-squared (against Standard Index)19.3145.16
    Standard Deviation1.641.95
    Sharpe Ratio0.860.45
    Treynor Ratio2.491.00