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    Mediolanum Flessibile Italia LA (IT0001019329.MI)

    26.03 Up 0.18(0.70%) Jun 25

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up12
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2009):30.58%
    Worst 1 Yr Total Return(Dec 30, 2008):-45.57%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.635.89
    Beta (against Standard Index)0.750.82
    Mean Annual Return1.712.04
    R-squared (against Standard Index)91.0587.30
    Standard Deviation14.4316.11
    Sharpe Ratio1.421.52
    Treynor Ratio28.2931.82
    5 Years
    Alpha (against Standard Index)3.773.59
    Beta (against Standard Index)0.760.86
    Mean Annual Return0.860.91
    R-squared (against Standard Index)92.4090.71
    Standard Deviation16.4518.56
    Sharpe Ratio0.600.56
    Treynor Ratio11.6810.87
    10 Years
    Alpha (against Standard Index)1.921.92
    Beta (against Standard Index)0.840.91
    Mean Annual Return0.310.31
    R-squared (against Standard Index)93.1090.96
    Standard Deviation17.9419.68
    Sharpe Ratio0.110.10
    Treynor Ratio0.520.11