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Mediolanum BB US Collection S A (IE0009623822.IR)

8.14 Down 0.02(0.25%) Nov 26

Risk as of Oct 30, 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
StatisticIE0009623822.IRCategory
Alpha (against Standard Index)-7.82-3.61
Beta (against Standard Index)1.041.03
Mean Annual Return0.961.31
R-squared (against Standard Index)86.5787.13
Standard Deviation10.2810.33
Sharpe Ratio1.121.55
Treynor Ratio11.1515.87
5 Years
StatisticIE0009623822.IRCategory
Alpha (against Standard Index)-6.57-3.41
Beta (against Standard Index)0.931.02
Mean Annual Return0.751.13
R-squared (against Standard Index)92.3092.52
Standard Deviation13.0114.23
Sharpe Ratio0.680.96
Treynor Ratio8.9913.16
10 Years
StatisticIE0009623822.IRCategory
Alpha (against Standard Index)-5.43-2.08
Beta (against Standard Index)0.960.99
Mean Annual Return0.300.60
R-squared (against Standard Index)92.1390.61
Standard Deviation15.0615.69
Sharpe Ratio0.140.36
Treynor Ratio1.014.68