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    Mediolanum Fondcuenta S FI (MEDIOLANUMFO.BC)

    2,616.37 Down 0.69(0.03%) Dec 1

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up22
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2001):3.97%
    Worst 1 Yr Total Return(Dec 30, 2010):-0.35%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMEDIOLANUMFO.BCCategory
    Alpha (against Standard Index)0.220.14
    Beta (against Standard Index)-2.840.16
    Mean Annual Return0.020.01
    R-squared (against Standard Index)0.346.74
    Standard Deviation0.630.11
    Sharpe Ratio0.392.56
    Treynor Ratio-0.080.17
    5 Years
    StatisticMEDIOLANUMFO.BCCategory
    Alpha (against Standard Index)0.760.19
    Beta (against Standard Index)2.630.80
    Mean Annual Return0.090.03
    R-squared (against Standard Index)0.9812.76
    Standard Deviation0.890.22
    Sharpe Ratio0.941.02
    Treynor Ratio0.31-0.42
    10 Years
    StatisticMEDIOLANUMFO.BCCategory
    Alpha (against Standard Index)-0.01-0.11
    Beta (against Standard Index)-0.100.15
    Mean Annual Return0.120.09
    R-squared (against Standard Index)0.014.49
    Standard Deviation0.700.50
    Sharpe Ratio-0.03-0.75
    Treynor Ratio0.230.19