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Mediolanum BB European Collection D (IE0031470010.IR)

167.23 0.00(0.00%) Nov 14

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up8
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)0.07-0.43
Beta (against Standard Index)0.740.95
Mean Annual Return0.871.06
R-squared (against Standard Index)73.4483.31
Standard Deviation7.859.51
Sharpe Ratio1.291.33
Treynor Ratio13.8313.65
5 Years
Alpha (against Standard Index)0.18-0.92
Beta (against Standard Index)0.780.98
Mean Annual Return0.700.77
R-squared (against Standard Index)83.3788.81
Standard Deviation9.9812.26
Sharpe Ratio0.790.73
Treynor Ratio9.838.73
10 Years
Alpha (against Standard Index)-1.54-0.88
Beta (against Standard Index)0.910.99
Mean Annual Return0.420.51
R-squared (against Standard Index)89.9191.07
Standard Deviation13.8714.98
Sharpe Ratio0.230.29
Treynor Ratio2.583.36