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    Mediolanum Ch Spain Equity S A (IE0030617926.IR)

    13.71 Down 0.68(4.73%) Feb 8

    Risk as of Dec 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2006):30.50%
    Worst 1 Yr Total Return(Dec 30, 2008):-33.08%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.132.77
    Beta (against Standard Index)0.880.84
    Mean Annual Return0.730.91
    R-squared (against Standard Index)95.2488.02
    Standard Deviation15.7015.61
    Sharpe Ratio0.550.71
    Treynor Ratio8.8012.69
    5 Years
    Alpha (against Standard Index)0.471.87
    Beta (against Standard Index)0.860.82
    Mean Annual Return0.420.52
    R-squared (against Standard Index)93.2288.20
    Standard Deviation18.0117.70
    Sharpe Ratio0.260.35
    Treynor Ratio3.695.96
    10 Years
    Alpha (against Standard Index)-0.570.18
    Beta (against Standard Index)0.890.86
    Mean Annual Return0.310.37
    R-squared (against Standard Index)94.3291.51
    Standard Deviation19.4519.25
    Sharpe Ratio0.120.16
    Treynor Ratio0.461.44