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

11.56 Down 0.01(0.09%) Feb 11

Risk as of Dec 30, 2015Get 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)-1.42-0.52
Beta (against Standard Index)0.951.24
Mean Annual Return0.000.10
R-squared (against Standard Index)82.4554.90
Standard Deviation0.671.12
Sharpe Ratio-0.181.25
Treynor Ratio-0.131.01
5 Years
Alpha (against Standard Index)-1.22-0.48
Beta (against Standard Index)0.650.96
Mean Annual Return0.030.15
R-squared (against Standard Index)83.4652.52
Standard Deviation0.881.68
Sharpe Ratio0.050.81
Treynor Ratio0.065.70
10 Years
Alpha (against Standard Index)-1.71-0.83
Beta (against Standard Index)0.690.86
Mean Annual Return0.070.16
R-squared (against Standard Index)83.0846.58
Standard Deviation0.961.87
Sharpe Ratio-0.680.23
Treynor Ratio-0.970.50