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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