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    Mediolanum BB European Collection D (IE0031470010.IR)

    197.80 Up 0.65(0.33%) Mar 27

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up9
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):25.70%
    Worst 1 Yr Total Return(Dec 30, 2008):-44.86%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.010.13
    Beta (against Standard Index)0.740.94
    Mean Annual Return1.161.28
    R-squared (against Standard Index)81.4987.20
    Standard Deviation8.2510.17
    Sharpe Ratio1.671.50
    Treynor Ratio19.4316.96
    5 Years
    Alpha (against Standard Index)1.06-0.65
    Beta (against Standard Index)0.800.99
    Mean Annual Return0.940.99
    R-squared (against Standard Index)84.4289.43
    Standard Deviation10.5012.65
    Sharpe Ratio1.030.92
    Treynor Ratio13.5511.58
    10 Years
    Alpha (against Standard Index)-1.38-0.78
    Beta (against Standard Index)0.910.99
    Mean Annual Return0.470.56
    R-squared (against Standard Index)90.1891.28
    Standard Deviation14.0915.28
    Sharpe Ratio0.280.33
    Treynor Ratio3.404.13