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Mediolanum Flessibile Italia (IT0001019329.MI)

22.48 Up 0.31(1.40%) Aug 21

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up12
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 1999):44.89%
Worst 1 Yr Total Return(Dec 30, 2008):-45.57%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0001019329.MICategory
Alpha (against Standard Index)4.303.30
Beta (against Standard Index)0.790.86
Mean Annual Return0.930.90
R-squared (against Standard Index)92.3690.81
Standard Deviation18.0919.95
Sharpe Ratio0.590.52
Treynor Ratio12.1610.42
5 Years
StatisticIT0001019329.MICategory
Alpha (against Standard Index)3.762.67
Beta (against Standard Index)0.770.85
Mean Annual Return0.660.60
R-squared (against Standard Index)93.6591.86
Standard Deviation17.0419.07
Sharpe Ratio0.430.35
Treynor Ratio7.996.02
10 Years
StatisticIT0001019329.MICategory
Alpha (against Standard Index)1.951.54
Beta (against Standard Index)0.850.91
Mean Annual Return0.340.30
R-squared (against Standard Index)93.1891.06
Standard Deviation17.7419.38
Sharpe Ratio0.120.09
Treynor Ratio0.80-0.06