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    Mediolanum Ch Spain Equity L A (IE0030608297.IR)

    8.06 Up 0.25(3.20%) Aug 27

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2006):31.18%
    Worst 1 Yr Total Return(Dec 30, 2008):-32.73%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.283.01
    Beta (against Standard Index)0.800.82
    Mean Annual Return1.651.75
    R-squared (against Standard Index)91.6485.25
    Standard Deviation12.7813.67
    Sharpe Ratio1.541.54
    Treynor Ratio25.6727.30
    5 Years
    Alpha (against Standard Index)1.802.08
    Beta (against Standard Index)0.860.84
    Mean Annual Return0.660.67
    R-squared (against Standard Index)93.1389.34
    Standard Deviation18.0418.11
    Sharpe Ratio0.410.43
    Treynor Ratio7.067.92
    10 Years
    Alpha (against Standard Index)-0.14-0.07
    Beta (against Standard Index)0.880.87
    Mean Annual Return0.510.51
    R-squared (against Standard Index)93.9591.91
    Standard Deviation18.9718.92
    Sharpe Ratio0.240.24
    Treynor Ratio3.193.33