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Mediolanum Bb Equity Pwr Cpn Cllctn SCA (IE0030609048.IR)

10.08 Down 0.04(0.40%) Sep 15

Risk as of Aug 30, 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):22.54%
Worst 1 Yr Total Return(Dec 30, 2008):-40.58%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIE0030609048.IRCategory
Alpha (against Standard Index)-6.79-3.84
Beta (against Standard Index)1.021.06
Mean Annual Return0.731.02
R-squared (against Standard Index)95.7089.98
Standard Deviation13.3714.36
Sharpe Ratio0.650.87
Treynor Ratio7.9611.60
5 Years
StatisticIE0030609048.IRCategory
Alpha (against Standard Index)-5.50-3.08
Beta (against Standard Index)0.981.04
Mean Annual Return0.580.84
R-squared (against Standard Index)95.3290.20
Standard Deviation14.3915.67
Sharpe Ratio0.480.65
Treynor Ratio6.159.02
10 Years
StatisticIE0030609048.IRCategory
Alpha (against Standard Index)-4.24-1.20
Beta (against Standard Index)0.981.04
Mean Annual Return0.360.65
R-squared (against Standard Index)96.1590.16
Standard Deviation15.9917.58
Sharpe Ratio0.170.35
Treynor Ratio1.474.64