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    Previgest Mediolanum Fund Azionario (F00000JPTC.MI)

    12.78 0.00(0.00%) Jan 29

    Risk as of Dec 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    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
    Alpha (against Standard Index)-4.41-2.62
    Beta (against Standard Index)0.911.00
    Mean Annual Return0.370.60
    R-squared (against Standard Index)85.9388.00
    Standard Deviation10.7111.74
    Sharpe Ratio0.410.62
    Treynor Ratio4.366.63
    5 Years
    Alpha (against Standard Index)N/A-3.06
    Beta (against Standard Index)N/A1.04
    Mean Annual ReturnN/A0.45
    R-squared (against Standard Index)N/A89.27
    Standard DeviationN/A14.12
    Sharpe RatioN/A0.39
    Treynor RatioN/A4.47
    10 Years
    Alpha (against Standard Index)N/A-1.35
    Beta (against Standard Index)N/A1.03
    Mean Annual ReturnN/A0.42
    R-squared (against Standard Index)N/A90.55
    Standard DeviationN/A17.75
    Sharpe RatioN/A0.22
    Treynor RatioN/A2.26