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BNP Paribas Bolsa Española FI (ES0125471039.BC)

18.85 Up 0.09(0.48%) Aug 19

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up10
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 2009):34.65%
Worst 1 Yr Total Return(Dec 30, 2008):-44.13%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)2.111.30
Beta (against Standard Index)0.720.84
Mean Annual Return0.840.87
R-squared (against Standard Index)91.5089.72
Standard Deviation16.4619.14
Sharpe Ratio0.590.54
Treynor Ratio12.1211.03
5 Years
Alpha (against Standard Index)2.641.46
Beta (against Standard Index)0.740.85
Mean Annual Return0.610.56
R-squared (against Standard Index)93.4091.18
Standard Deviation16.9319.46
Sharpe Ratio0.400.33
Treynor Ratio7.495.76
10 Years
Alpha (against Standard Index)-1.66-0.14
Beta (against Standard Index)0.850.87
Mean Annual Return0.510.65
R-squared (against Standard Index)92.6592.43
Standard Deviation18.3218.86
Sharpe Ratio0.240.32
Treynor Ratio3.175.10