• FirefoxUpgrade to the new Firefox »
  •  Dow Up1.31% Nasdaq Up0.98%

    More On IE00B603X672…



    News & Info

    • Headlines
    • Message Boards


    Mediolanum Ch International Income S A (IE00B603X672.IR)

    10.96 0.00(0.00%) Jan 26

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up3
    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)-6.380.41
    Beta (against Standard Index)0.461.07
    Mean Annual Return-0.500.11
    R-squared (against Standard Index)41.9869.56
    Standard Deviation2.865.39
    Sharpe Ratio-2.110.19
    Treynor Ratio-12.721.27
    5 Years
    Alpha (against Standard Index)-3.82-0.45
    Beta (against Standard Index)0.461.10
    Mean Annual Return-0.210.21
    R-squared (against Standard Index)41.2475.08
    Standard Deviation3.426.30
    Sharpe Ratio-0.760.39
    Treynor Ratio-5.732.16
    10 Years
    Alpha (against Standard Index)N/A-0.61
    Beta (against Standard Index)N/A1.11
    Mean Annual ReturnN/A0.28
    R-squared (against Standard Index)N/A79.55
    Standard DeviationN/A7.25
    Sharpe RatioN/A0.26
    Treynor RatioN/A1.91