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    Mediolanum Ch Energy Equity L A (IE0004460683.IR)

    6.91 Down 0.05(0.72%) Aug 12

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up10
    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)-1.47-4.56
    Beta (against Standard Index)0.801.09
    Mean Annual Return-0.14-0.41
    R-squared (against Standard Index)92.4281.43
    Standard Deviation12.6718.82
    Sharpe Ratio-0.14-0.22
    Treynor Ratio-3.11-4.82
    5 Years
    Alpha (against Standard Index)-3.15-6.42
    Beta (against Standard Index)0.911.09
    Mean Annual Return0.12-0.08
    R-squared (against Standard Index)93.2184.68
    Standard Deviation18.1123.16
    Sharpe Ratio0.07-0.02
    Treynor Ratio-0.30-2.92
    10 Years
    Alpha (against Standard Index)-1.93-2.41
    Beta (against Standard Index)0.981.08
    Mean Annual Return0.270.26
    R-squared (against Standard Index)96.2287.58
    Standard Deviation21.4524.91
    Sharpe Ratio0.090.07
    Treynor Ratio-0.47-1.28