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Previgest Mediolanum Fund Azionario (F00000JPTC.MI)

12.29 0.00(0.00%) Aug 29

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up8
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2010):29.93%
Worst 1 Yr Total Return(Dec 30, 2008):-34.22%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF00000JPTC.MICategory
Alpha (against Standard Index)N/A-3.84
Beta (against Standard Index)N/A1.06
Mean Annual ReturnN/A1.02
R-squared (against Standard Index)N/A89.98
Standard DeviationN/A14.36
Sharpe RatioN/A0.87
Treynor RatioN/A11.60
5 Years
StatisticF00000JPTC.MICategory
Alpha (against Standard Index)N/A-3.08
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.84
R-squared (against Standard Index)N/A90.20
Standard DeviationN/A15.67
Sharpe RatioN/A0.65
Treynor RatioN/A9.02
10 Years
StatisticF00000JPTC.MICategory
Alpha (against Standard Index)N/A-1.20
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.65
R-squared (against Standard Index)N/A90.16
Standard DeviationN/A17.58
Sharpe RatioN/A0.35
Treynor RatioN/A4.64