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More On IE0009623822…

Mediolanum BB US Collection S A (IE0009623822.IR)

7.39 Up 0.05(0.68%) Jul 22

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up7
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):26.98%
Worst 1 Yr Total Return(Dec 30, 2008):-41.85%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-5.44-2.68
Beta (against Standard Index)0.971.06
Mean Annual Return0.801.15
R-squared (against Standard Index)90.0791.97
Standard Deviation12.6113.71
Sharpe Ratio0.761.02
Treynor Ratio9.4313.04
5 Years
Alpha (against Standard Index)-5.11-2.37
Beta (against Standard Index)0.931.03
Mean Annual Return0.951.33
R-squared (against Standard Index)91.5492.70
Standard Deviation13.1514.51
Sharpe Ratio0.861.11
Treynor Ratio11.8315.54
10 Years
Alpha (against Standard Index)-4.51-1.26
Beta (against Standard Index)0.981.01
Mean Annual Return0.300.58
R-squared (against Standard Index)91.8590.61
Standard Deviation15.0815.71
Sharpe Ratio0.130.35
Treynor Ratio0.834.30