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

    9.16 0.00(0.00%) Nov 23

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up11
    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)-1.48-0.49
    Beta (against Standard Index)0.851.20
    Mean Annual Return-0.010.12
    R-squared (against Standard Index)69.8353.70
    Standard Deviation0.661.10
    Sharpe Ratio-0.261.44
    Treynor Ratio-0.20-4.21
    5 Years
    Alpha (against Standard Index)-1.35-0.55
    Beta (against Standard Index)0.660.96
    Mean Annual Return0.020.14
    R-squared (against Standard Index)82.2052.13
    Standard Deviation0.911.72
    Sharpe Ratio-0.140.74
    Treynor Ratio-0.20-0.42
    10 Years
    Alpha (against Standard Index)-1.75-0.80
    Beta (against Standard Index)0.690.85
    Mean Annual Return0.070.17
    R-squared (against Standard Index)82.5746.45
    Standard Deviation0.961.85
    Sharpe Ratio-0.750.22
    Treynor Ratio-1.0828.65