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Mediolanum Activo L-B FI (ES0165127020.BC)

9.31 0.00(0.00%) May 26

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up3
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):4.13%
Worst 1 Yr Total Return(Dec 30, 2015):0.83%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-0.30-0.49
Beta (against Standard Index)1.671.32
Mean Annual Return0.140.09
R-squared (against Standard Index)31.9252.82
Standard Deviation1.631.09
Sharpe Ratio0.991.22
Treynor Ratio0.96-1.77
5 Years
Alpha (against Standard Index)N/A-0.59
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.15
R-squared (against Standard Index)N/A54.12
Standard DeviationN/A1.72
Sharpe RatioN/A0.96
Treynor RatioN/A1.81
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