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

    11.61 0.00(0.00%) Jun 25

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up12
    Number of Years Down1
    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)-1.21-0.04
    Beta (against Standard Index)0.730.96
    Mean Annual Return0.050.19
    R-squared (against Standard Index)80.6149.13
    Standard Deviation0.611.13
    Sharpe Ratio0.721.98
    Treynor Ratio0.595.00
    5 Years
    Alpha (against Standard Index)-1.27-0.32
    Beta (against Standard Index)0.650.89
    Mean Annual Return0.030.15
    R-squared (against Standard Index)87.4351.11
    Standard Deviation0.881.66
    Sharpe Ratio-0.060.83
    Treynor Ratio-0.091.65
    10 Years
    Alpha (against Standard Index)-1.71-0.71
    Beta (against Standard Index)0.690.82
    Mean Annual Return0.070.17
    R-squared (against Standard Index)84.6047.43
    Standard Deviation0.941.74
    Sharpe Ratio-0.770.20
    Treynor Ratio-1.10107.03