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    Mediolanum BB US Collection S A (IE0009623822.IR)

    9.22 0.00(0.00%) Apr 29

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up8
    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)-6.88-2.78
    Beta (against Standard Index)1.011.02
    Mean Annual Return0.751.11
    R-squared (against Standard Index)89.8290.85
    Standard Deviation10.2610.39
    Sharpe Ratio0.881.30
    Treynor Ratio8.7413.35
    5 Years
    Alpha (against Standard Index)-5.95-3.03
    Beta (against Standard Index)0.951.02
    Mean Annual Return0.671.00
    R-squared (against Standard Index)93.1893.10
    Standard Deviation13.0214.04
    Sharpe Ratio0.610.86
    Treynor Ratio7.7211.40
    10 Years
    Alpha (against Standard Index)-5.46-2.11
    Beta (against Standard Index)0.960.99
    Mean Annual Return0.290.58
    R-squared (against Standard Index)92.1590.65
    Standard Deviation15.0815.68
    Sharpe Ratio0.130.36
    Treynor Ratio0.884.55