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    Mediolanum Excellent FI (MEDIOLANUMEX.BC)

    11.06 Up 0.01(0.09%) Jan 18

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up11
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):7.91%
    Worst 1 Yr Total Return(Dec 30, 2001):-18.19%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMEDIOLANUMEX.BCCategory
    Alpha (against Standard Index)-1.50-4.95
    Beta (against Standard Index)0.610.91
    Mean Annual Return0.280.29
    R-squared (against Standard Index)74.1561.16
    Standard Deviation4.797.89
    Sharpe Ratio0.690.46
    Treynor Ratio5.282.88
    5 Years
    StatisticMEDIOLANUMEX.BCCategory
    Alpha (against Standard Index)-3.24-4.74
    Beta (against Standard Index)0.620.96
    Mean Annual Return0.190.41
    R-squared (against Standard Index)73.3857.83
    Standard Deviation4.487.58
    Sharpe Ratio0.430.67
    Treynor Ratio3.014.66
    10 Years
    StatisticMEDIOLANUMEX.BCCategory
    Alpha (against Standard Index)-0.46-3.79
    Beta (against Standard Index)0.440.93
    Mean Annual Return0.230.16
    R-squared (against Standard Index)57.1654.42
    Standard Deviation4.159.22
    Sharpe Ratio0.340.10
    Treynor Ratio3.080.68