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    Mediolanum Activo L-A FI (ES0165127004.BC)

    10.64 0.00(0.00%) May 25

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up5
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2012):7.54%
    Worst 1 Yr Total Return(Dec 30, 2015):0.83%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.67-0.49
    Beta (against Standard Index)1.551.32
    Mean Annual Return0.210.09
    R-squared (against Standard Index)43.7752.82
    Standard Deviation1.301.09
    Sharpe Ratio1.891.22
    Treynor Ratio1.58-1.77
    5 Years
    Alpha (against Standard Index)1.72-0.59
    Beta (against Standard Index)0.961.01
    Mean Annual Return0.330.15
    R-squared (against Standard Index)28.9054.12
    Standard Deviation2.111.72
    Sharpe Ratio1.750.96
    Treynor Ratio3.911.81
    10 Years
    Alpha (against Standard Index)N/A-0.77
    Beta (against Standard Index)N/A0.88
    Mean Annual ReturnN/A0.17
    R-squared (against Standard Index)N/A47.07
    Standard DeviationN/A1.91
    Sharpe RatioN/A0.39
    Treynor RatioN/A-0.05