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    Mediolanum BB Euro Fixed Income S A (IE0030618114.IR)

    11.57 0.00(0.00%) May 3

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up12
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2002):3.22%
    Worst 1 Yr Total Return(Dec 30, 2010):-0.71%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.33-0.51
    Beta (against Standard Index)0.941.28
    Mean Annual Return0.000.10
    R-squared (against Standard Index)80.0155.31
    Standard Deviation0.661.15
    Sharpe Ratio-0.141.31
    Treynor Ratio-0.100.51
    5 Years
    Alpha (against Standard Index)-1.24-0.61
    Beta (against Standard Index)0.661.02
    Mean Annual Return0.040.15
    R-squared (against Standard Index)82.6153.79
    Standard Deviation0.871.73
    Sharpe Ratio0.140.94
    Treynor Ratio0.181.78
    10 Years
    Alpha (against Standard Index)-1.67-0.80
    Beta (against Standard Index)0.690.88
    Mean Annual Return0.070.17
    R-squared (against Standard Index)82.2647.00
    Standard Deviation0.951.92
    Sharpe Ratio-0.590.36
    Treynor Ratio-0.830.28