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ETF


L UC ETF E600 MEDIA (MDA.PA)

-Paris
28.58 Up 0.20(0.70%) Sep 19, 11:35AM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMDA.PACategory
Alpha (against Standard Index)5.23-1.16
Beta (against Standard Index)1.051.05
Mean Annual Return1.510.98
R-squared (against Standard Index)54.0978.00
Standard Deviation16.8914.40
Sharpe Ratio1.070.85
5 Years
StatisticMDA.PACategory
Alpha (against Standard Index)0.66N/A
Beta (against Standard Index)1.19N/A
Mean Annual Return1.21N/A
R-squared (against Standard Index)67.70N/A
Standard Deviation19.18N/A
Sharpe Ratio0.76N/A