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    Mediolanum Ch International Income S A (IE00B603X672.IR)

    10.93 Down 0.02(0.18%) Jun 22

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up4
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2010):11.60%
    Worst 1 Yr Total Return(Dec 30, 2013):-11.35%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.13-1.91
    Beta (against Standard Index)0.481.01
    Mean Annual Return-0.22-0.04
    R-squared (against Standard Index)64.3167.26
    Standard Deviation2.645.48
    Sharpe Ratio-1.04-0.01
    Treynor Ratio-5.70-4.70
    5 Years
    Alpha (against Standard Index)-4.12-0.98
    Beta (against Standard Index)0.451.07
    Mean Annual Return-0.280.03
    R-squared (against Standard Index)41.5666.98
    Standard Deviation2.935.94
    Sharpe Ratio-1.180.07
    Treynor Ratio-7.660.24
    10 Years
    Alpha (against Standard Index)N/A-0.78
    Beta (against Standard Index)N/A1.10
    Mean Annual ReturnN/A0.30
    R-squared (against Standard Index)N/A76.39
    Standard DeviationN/A7.39
    Sharpe RatioN/A0.37
    Treynor RatioN/A4.54