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    Mediolanum Ch International Income SH B (IE0004405092.IR)

    10.05 0.00(0.00%) May 3

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up9
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2008):4.64%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.47%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.20-1.29
    Beta (against Standard Index)0.180.86
    Mean Annual Return-0.130.14
    R-squared (against Standard Index)49.1762.56
    Standard Deviation0.723.46
    Sharpe Ratio-2.190.52
    Treynor Ratio-8.711.43
    5 Years
    Alpha (against Standard Index)-2.22-0.72
    Beta (against Standard Index)0.250.86
    Mean Annual Return-0.070.26
    R-squared (against Standard Index)34.8454.52
    Standard Deviation1.133.74
    Sharpe Ratio-1.080.88
    Treynor Ratio-4.633.03
    10 Years
    Alpha (against Standard Index)-1.57-0.86
    Beta (against Standard Index)0.220.97
    Mean Annual Return0.040.29
    R-squared (against Standard Index)27.8954.42
    Standard Deviation1.273.78
    Sharpe Ratio-0.790.51
    Treynor Ratio-4.141.89