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    CU NEW RUBINO (CUNEWRUBINO.MI)

    6.75 Down 0.02(0.30%) Apr 14

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:
    Number of Years Up7
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):21.70%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.09%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCUNEWRUBINO.MICategory
    Alpha (against Standard Index)-6.65-2.86
    Beta (against Standard Index)1.021.01
    Mean Annual Return0.480.78
    R-squared (against Standard Index)91.4188.08
    Standard Deviation11.2811.41
    Sharpe Ratio0.500.84
    Treynor Ratio5.069.18
    5 Years
    StatisticCUNEWRUBINO.MICategory
    Alpha (against Standard Index)-6.67-3.05
    Beta (against Standard Index)1.011.04
    Mean Annual Return0.330.66
    R-squared (against Standard Index)92.6890.66
    Standard Deviation14.8415.54
    Sharpe Ratio0.260.52
    Treynor Ratio2.826.77
    10 Years
    StatisticCUNEWRUBINO.MICategory
    Alpha (against Standard Index)N/A-1.37
    Beta (against Standard Index)N/A1.04
    Mean Annual ReturnN/A0.53
    R-squared (against Standard Index)N/A90.28
    Standard DeviationN/A17.50
    Sharpe RatioN/A0.28
    Treynor RatioN/A3.38