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    Mediolanum Ch International Income SH B (IE0004405092.IR)

    10.31 0.00(0.00%) Apr 23

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up9
    Number of Years Down4
    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)-2.340.16
    Beta (against Standard Index)0.270.81
    Mean Annual Return-0.090.31
    R-squared (against Standard Index)41.5456.23
    Standard Deviation1.103.38
    Sharpe Ratio-1.091.13
    Treynor Ratio-4.334.22
    5 Years
    Alpha (against Standard Index)-2.04-0.11
    Beta (against Standard Index)0.270.88
    Mean Annual Return-0.040.34
    R-squared (against Standard Index)28.1355.26
    Standard Deviation1.293.74
    Sharpe Ratio-0.721.03
    Treynor Ratio-3.455.65
    10 Years
    Alpha (against Standard Index)-1.48-0.50
    Beta (against Standard Index)0.220.91
    Mean Annual Return0.070.30
    R-squared (against Standard Index)29.2153.63
    Standard Deviation1.243.59
    Sharpe Ratio-0.760.49
    Treynor Ratio-3.952.12