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Mediolanum Renta L-A FI (ES0165126006.BC)

29.06 Down 0.01(0.03%) Aug 28

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up3
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):12.07%
Worst 1 Yr Total Return(Dec 30, 2011):3.39%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticES0165126006.BCCategory
Alpha (against Standard Index)5.03-0.33
Beta (against Standard Index)0.530.80
Mean Annual Return0.750.46
R-squared (against Standard Index)16.7167.86
Standard Deviation4.793.82
Sharpe Ratio1.791.39
Treynor Ratio16.866.06
5 Years
StatisticES0165126006.BCCategory
Alpha (against Standard Index)N/A0.03
Beta (against Standard Index)N/A0.80
Mean Annual ReturnN/A0.37
R-squared (against Standard Index)N/A67.34
Standard DeviationN/A3.60
Sharpe RatioN/A1.14
Treynor RatioN/A6.01
10 Years
StatisticES0165126006.BCCategory
Alpha (against Standard Index)N/A-0.35
Beta (against Standard Index)N/A0.82
Mean Annual ReturnN/A0.33
R-squared (against Standard Index)N/A69.38
Standard DeviationN/A3.74
Sharpe RatioN/A0.60
Treynor RatioN/A2.52