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Mediolanum Life Funds Balanced bis (F00000JU02.MI)

5.73 0.00(0.00%) Aug 27

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up5
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):13.36%
Worst 1 Yr Total Return(Dec 30, 2008):-21.05%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.67-6.09
Beta (against Standard Index)0.881.06
Mean Annual Return0.470.42
R-squared (against Standard Index)74.9469.29
Standard Deviation5.156.47
Sharpe Ratio1.020.76
Treynor Ratio5.964.58
5 Years
Alpha (against Standard Index)-3.32-3.50
Beta (against Standard Index)0.920.95
Mean Annual Return0.460.47
R-squared (against Standard Index)75.8763.08
Standard Deviation5.286.11
Sharpe Ratio0.950.87
Treynor Ratio5.475.58
10 Years
Alpha (against Standard Index)N/A-2.17
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.33
R-squared (against Standard Index)N/A72.56
Standard DeviationN/A7.41
Sharpe RatioN/A0.30
Treynor RatioN/A2.24