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Mediolanum Ch International Income S A (IE00B603X672.IR)

9.80 Up 0.02(0.20%) Aug 28

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up2
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
StatisticIE00B603X672.IRCategory
Alpha (against Standard Index)-5.21-0.36
Beta (against Standard Index)0.351.17
Mean Annual Return-0.380.13
R-squared (against Standard Index)27.0569.19
Standard Deviation2.766.07
Sharpe Ratio-1.680.23
Treynor Ratio-13.151.12
5 Years
StatisticIE00B603X672.IRCategory
Alpha (against Standard Index)-3.45-0.22
Beta (against Standard Index)0.551.08
Mean Annual Return-0.100.34
R-squared (against Standard Index)50.5575.85
Standard Deviation3.966.57
Sharpe Ratio-0.320.62
Treynor Ratio-2.463.76
10 Years
StatisticIE00B603X672.IRCategory
Alpha (against Standard Index)N/A-0.61
Beta (against Standard Index)N/A1.12
Mean Annual ReturnN/A0.40
R-squared (against Standard Index)N/A80.41
Standard DeviationN/A7.28
Sharpe RatioN/A0.45
Treynor RatioN/A3.06