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More On IT0000380185…


Mediolanum Flessibile Globale (IT0000380185.MI)

15.65 Up 0.03(0.19%) Jul 24

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up17
Number of Years Down11
Best 1 Yr Total Return(Dec 30, 1999):41.96%
Worst 1 Yr Total Return(Dec 30, 2008):-39.90%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0000380185.MICategory
Alpha (against Standard Index)-8.40-3.64
Beta (against Standard Index)1.031.06
Mean Annual Return0.340.77
R-squared (against Standard Index)95.1490.54
Standard Deviation14.5615.37
Sharpe Ratio0.280.61
Treynor Ratio2.988.28
5 Years
StatisticIT0000380185.MICategory
Alpha (against Standard Index)-7.78-3.06
Beta (against Standard Index)1.041.03
Mean Annual Return0.661.04
R-squared (against Standard Index)96.1290.41
Standard Deviation15.5515.97
Sharpe Ratio0.500.79
Treynor Ratio6.5611.56
10 Years
StatisticIT0000380185.MICategory
Alpha (against Standard Index)-4.67-1.12
Beta (against Standard Index)1.001.04
Mean Annual Return0.310.62
R-squared (against Standard Index)95.3690.15
Standard Deviation16.5117.62
Sharpe Ratio0.130.34
Treynor Ratio0.724.33