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Mediolanum Ch Provident 2 (IE00B1P83R33.IR)

12.07 Down 0.02(0.17%) Sep 29

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up5
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
StatisticIE00B1P83R33.IRCategory
Alpha (against Standard Index)-2.87-4.96
Beta (against Standard Index)0.970.96
Mean Annual Return0.760.58
R-squared (against Standard Index)88.6263.56
Standard Deviation4.795.69
Sharpe Ratio1.841.20
Treynor Ratio9.316.98
5 Years
StatisticIE00B1P83R33.IRCategory
Alpha (against Standard Index)-1.52-3.65
Beta (against Standard Index)0.940.93
Mean Annual Return0.640.46
R-squared (against Standard Index)85.0862.38
Standard Deviation5.156.06
Sharpe Ratio1.390.85
Treynor Ratio7.835.52
10 Years
StatisticIE00B1P83R33.IRCategory
Alpha (against Standard Index)N/A-2.25
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.34
R-squared (against Standard Index)N/A72.45
Standard DeviationN/A7.41
Sharpe RatioN/A0.31
Treynor RatioN/A2.38