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    Mediolanum BB Emerging Mkts Collect S A (IE0009624234.IR)

    15.90 Down 0.35(2.15%) Dec 17

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up8
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):58.45%
    Worst 1 Yr Total Return(Dec 30, 2008):-51.27%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.91-0.11
    Beta (against Standard Index)0.880.97
    Mean Annual Return0.300.50
    R-squared (against Standard Index)92.6490.94
    Standard Deviation13.6215.28
    Sharpe Ratio0.260.40
    Treynor Ratio2.995.27
    5 Years
    Alpha (against Standard Index)-2.49-0.62
    Beta (against Standard Index)0.880.99
    Mean Annual Return0.170.38
    R-squared (against Standard Index)95.8393.94
    Standard Deviation16.5218.86
    Sharpe Ratio0.120.24
    Treynor Ratio0.702.92
    10 Years
    Alpha (against Standard Index)-3.60-1.10
    Beta (against Standard Index)0.930.98
    Mean Annual Return0.640.89
    R-squared (against Standard Index)97.8395.69
    Standard Deviation22.3523.87
    Sharpe Ratio0.280.39
    Treynor Ratio3.946.72