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Mediolanum Ch Energy Equity L A (IE0004460683.IR)

7.60 0.00(0.00%) Sep 15

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up9
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2005):47.01%
Worst 1 Yr Total Return(Dec 30, 2008):-35.66%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-6.69-6.10
Beta (against Standard Index)0.981.10
Mean Annual Return0.430.60
R-squared (against Standard Index)93.9885.90
Standard Deviation18.1621.64
Sharpe Ratio0.280.34
Treynor Ratio3.594.00
5 Years
Alpha (against Standard Index)-4.62-4.34
Beta (against Standard Index)0.971.06
Mean Annual Return0.600.71
R-squared (against Standard Index)93.9588.50
Standard Deviation18.9621.32
Sharpe Ratio0.380.40
Treynor Ratio5.636.00
10 Years
Alpha (against Standard Index)-2.82-1.76
Beta (against Standard Index)1.001.06
Mean Annual Return0.770.92
R-squared (against Standard Index)97.0289.24
Standard Deviation21.6824.08
Sharpe Ratio0.360.39
Treynor Ratio5.586.29