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    BNPETF STOXXMEDIA (SYM.PA)

    -Paris
    401.37 Down 0.28(0.07%) 11:35AM EDT

    Risk as of Jul 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSYM.PACategory
    Alpha (against Standard Index)-2.04-2.64
    Beta (against Standard Index)0.780.97
    Mean Annual Return0.420.47
    R-squared (against Standard Index)44.4177.72
    Standard Deviation13.4313.14
    Sharpe Ratio0.370.43
    5 Years
    StatisticSYM.PACategory
    Alpha (against Standard Index)1.41N/A
    Beta (against Standard Index)0.92N/A
    Mean Annual Return0.78N/A
    R-squared (against Standard Index)48.45N/A
    Standard Deviation15.92N/A
    Sharpe Ratio0.58N/A
    10 Years
    StatisticSYM.PACategory
    Alpha (against Standard Index)-1.83-1.42
    Beta (against Standard Index)1.091.03
    Mean Annual Return0.54N/A
    R-squared (against Standard Index)66.1483.47
    Standard DeviationN/A17.04
    Sharpe RatioN/AN/A
    Treynor Ratio3.313.68