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Mediolanum Life Funds Moderate bis (F00000JU05.MI)

5.65 0.00(0.00%) Apr 16
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Risk as of Mar 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up6
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):7.87%
Worst 1 Yr Total Return(Dec 30, 2008):-9.17%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticF00000JU05.MICategory
Alpha (against Standard Index)-2.28-3.36
Beta (against Standard Index)0.650.83
Mean Annual Return0.240.26
R-squared (against Standard Index)53.2159.58
Standard Deviation3.434.18
Sharpe Ratio0.710.64
Treynor Ratio3.672.86
5 Years
StatisticF00000JU05.MICategory
Alpha (against Standard Index)-1.61-1.70
Beta (against Standard Index)0.680.75
Mean Annual Return0.360.39
R-squared (against Standard Index)57.5554.53
Standard Deviation3.564.06
Sharpe Ratio1.051.01
Treynor Ratio5.505.32
10 Years
StatisticF00000JU05.MICategory
Alpha (against Standard Index)N/A-1.75
Beta (against Standard Index)N/A0.83
Mean Annual ReturnN/A0.24
R-squared (against Standard Index)N/A59.24
Standard DeviationN/A4.33
Sharpe RatioN/A0.20
Treynor RatioN/A0.89