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Mediolanum BB US Collection S A (IE0009623822.IR)

7.74 Up 0.05(0.65%) Sep 18

Risk as of Aug 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
Alpha (against Standard Index)-6.34-2.53
Beta (against Standard Index)0.981.04
Mean Annual Return1.011.43
R-squared (against Standard Index)89.3090.79
Standard Deviation12.1412.87
Sharpe Ratio1.001.35
Treynor Ratio12.2617.10
5 Years
Alpha (against Standard Index)-5.13-2.41
Beta (against Standard Index)0.931.03
Mean Annual Return0.821.17
R-squared (against Standard Index)91.1892.30
Standard Deviation12.9614.25
Sharpe Ratio0.751.00
Treynor Ratio9.9913.60
10 Years
Alpha (against Standard Index)-4.57-1.28
Beta (against Standard Index)0.981.01
Mean Annual Return0.330.63
R-squared (against Standard Index)91.7490.53
Standard Deviation15.0415.67
Sharpe Ratio0.160.38
Treynor Ratio1.344.88