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Mediolanum Ch Provident 2 (IE00B1P83R33.IR)

11.66 Down 0.05(0.43%) Oct 16

Risk as of Sep 29, 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)-3.76-4.56
Beta (against Standard Index)1.010.94
Mean Annual Return0.780.63
R-squared (against Standard Index)90.6562.12
Standard Deviation4.765.44
Sharpe Ratio1.901.38
Treynor Ratio9.177.88
5 Years
StatisticIE00B1P83R33.IRCategory
Alpha (against Standard Index)-1.55-3.75
Beta (against Standard Index)0.930.93
Mean Annual Return0.620.43
R-squared (against Standard Index)85.0162.10
Standard Deviation5.126.06
Sharpe Ratio1.350.80
Treynor Ratio7.545.14
10 Years
StatisticIE00B1P83R33.IRCategory
Alpha (against Standard Index)N/A-2.34
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.34
R-squared (against Standard Index)N/A72.46
Standard DeviationN/A7.44
Sharpe RatioN/A0.31
Treynor RatioN/A2.36