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    Mediolanum Renta L-A FI (ES0165126006.BC)

    28.87 0.00(0.00%) Feb 5

    Risk as of Dec 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up4
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):12.07%
    Worst 1 Yr Total Return(Dec 30, 2015):-0.74%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)4.25-0.47
    Beta (against Standard Index)0.480.81
    Mean Annual Return0.540.28
    R-squared (against Standard Index)23.1573.92
    Standard Deviation3.523.38
    Sharpe Ratio1.830.94
    Treynor Ratio13.693.96
    5 Years
    Alpha (against Standard Index)3.37-0.42
    Beta (against Standard Index)0.480.80
    Mean Annual Return0.520.34
    R-squared (against Standard Index)16.9869.47
    Standard Deviation4.283.63
    Sharpe Ratio1.371.04
    Treynor Ratio12.354.67
    10 Years
    Alpha (against Standard Index)N/A-0.45
    Beta (against Standard Index)N/A0.82
    Mean Annual ReturnN/A0.29
    R-squared (against Standard Index)N/A68.30
    Standard DeviationN/A3.61
    Sharpe RatioN/A0.55
    Treynor RatioN/A2.42