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    Mediolanum Ch Provident 2 (IE00B1P83R33.IR)

    13.19 0.00(0.00%) Jun 16

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):15.51%
    Worst 1 Yr Total Return(Dec 30, 2008):-21.79%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.84-2.09
    Beta (against Standard Index)1.060.84
    Mean Annual Return0.850.75
    R-squared (against Standard Index)92.0058.02
    Standard Deviation4.784.96
    Sharpe Ratio2.101.86
    Treynor Ratio9.79-18.66
    5 Years
    Alpha (against Standard Index)-1.91-3.22
    Beta (against Standard Index)0.970.92
    Mean Annual Return0.650.50
    R-squared (against Standard Index)85.1760.72
    Standard Deviation5.256.04
    Sharpe Ratio1.400.96
    Treynor Ratio7.736.18
    10 Years
    Alpha (against Standard Index)N/A-2.29
    Beta (against Standard Index)N/A0.96
    Mean Annual ReturnN/A0.36
    R-squared (against Standard Index)N/A72.02
    Standard DeviationN/A7.59
    Sharpe RatioN/A0.36
    Treynor RatioN/A2.83