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Mediolanum Activo L-B FI (ES0165127020.BC)

9.29 0.00(0.00%) Sep 26

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up1
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):4.13%
Worst 1 Yr Total Return(Dec 30, 2013):4.13%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticES0165127020.BCCategory
Alpha (against Standard Index)N/A-0.32
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.22
R-squared (against Standard Index)N/A60.15
Standard DeviationN/A1.80
Sharpe RatioN/A1.35
Treynor RatioN/A4.99
5 Years
StatisticES0165127020.BCCategory
Alpha (against Standard Index)N/A-0.44
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.17
R-squared (against Standard Index)N/A50.11
Standard DeviationN/A1.68
Sharpe RatioN/A0.88
Treynor RatioN/A2.65
10 Years
StatisticES0165127020.BCCategory
Alpha (against Standard Index)N/A-0.79
Beta (against Standard Index)N/A0.82
Mean Annual ReturnN/A0.18
R-squared (against Standard Index)N/A47.59
Standard DeviationN/A1.81
Sharpe RatioN/A0.16
Treynor RatioN/A-2.49