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CU NEW RUBINO (CUNEWRUBINO.MI)

5.70 Down 0.01(0.18%) Sep 15

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up6
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)-7.80-3.84
Beta (against Standard Index)1.031.06
Mean Annual Return0.671.02
R-squared (against Standard Index)93.9089.98
Standard Deviation13.7514.36
Sharpe Ratio0.580.87
Treynor Ratio7.0111.60
5 Years
StatisticCUNEWRUBINO.MICategory
Alpha (against Standard Index)-6.68-3.08
Beta (against Standard Index)1.011.04
Mean Annual Return0.510.84
R-squared (against Standard Index)92.7490.20
Standard Deviation15.0115.67
Sharpe Ratio0.400.65
Treynor Ratio5.019.02
10 Years
StatisticCUNEWRUBINO.MICategory
Alpha (against Standard Index)N/A-1.20
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.65
R-squared (against Standard Index)N/A90.16
Standard DeviationN/A17.58
Sharpe RatioN/A0.35
Treynor RatioN/A4.64