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Mediolanum BB Euro Fixed Income S B (IE0030618221.IR)

9.28 0.00(0.00%) Sep 17

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up10
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)-1.28-0.32
Beta (against Standard Index)0.650.97
Mean Annual Return0.070.22
R-squared (against Standard Index)88.9060.15
Standard Deviation0.991.80
Sharpe Ratio0.441.35
Treynor Ratio0.674.99
5 Years
Alpha (against Standard Index)-1.51-0.44
Beta (against Standard Index)0.630.88
Mean Annual Return0.030.17
R-squared (against Standard Index)85.2050.11
Standard Deviation0.891.68
Sharpe Ratio-0.140.88
Treynor Ratio-0.202.65
10 Years
Alpha (against Standard Index)-1.78-0.79
Beta (against Standard Index)0.690.82
Mean Annual Return0.080.18
R-squared (against Standard Index)84.6947.59
Standard Deviation0.951.81
Sharpe Ratio-0.790.16
Treynor Ratio-1.14-2.49