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    Mediolanum Life Funds Moderate bis (F00000JU05.MI)

    6.18 Up 0.02(0.32%) Jun 17

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:
    Number of Years Up7
    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
    Alpha (against Standard Index)-2.86-1.30
    Beta (against Standard Index)0.760.71
    Mean Annual Return0.390.48
    R-squared (against Standard Index)63.4555.21
    Standard Deviation3.223.32
    Sharpe Ratio1.411.73
    Treynor Ratio6.029.19
    5 Years
    Alpha (against Standard Index)-1.59-1.81
    Beta (against Standard Index)0.690.74
    Mean Annual Return0.320.33
    R-squared (against Standard Index)53.7154.20
    Standard Deviation3.513.81
    Sharpe Ratio0.970.92
    Treynor Ratio4.955.32
    10 Years
    Alpha (against Standard Index)N/A-1.68
    Beta (against Standard Index)N/A0.81
    Mean Annual ReturnN/A0.27
    R-squared (against Standard Index)N/A59.43
    Standard DeviationN/A4.39
    Sharpe RatioN/A0.35
    Treynor RatioN/A1.82