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Mediolanum Activo S-A FI (MEDIOLANUMAC.BC)

10.34 0.00(0.00%) Sep 17

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up15
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2012):7.37%
Worst 1 Yr Total Return(Dec 30, 2010):-0.11%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMEDIOLANUMAC.BCCategory
Alpha (against Standard Index)2.80-0.32
Beta (against Standard Index)0.910.97
Mean Annual Return0.470.22
R-squared (against Standard Index)27.1860.15
Standard Deviation2.471.80
Sharpe Ratio2.081.35
Treynor Ratio5.854.99
5 Years
StatisticMEDIOLANUMAC.BCCategory
Alpha (against Standard Index)1.57-0.44
Beta (against Standard Index)0.840.88
Mean Annual Return0.330.17
R-squared (against Standard Index)25.7450.11
Standard Deviation2.131.68
Sharpe Ratio1.580.88
Treynor Ratio4.112.65
10 Years
StatisticMEDIOLANUMAC.BCCategory
Alpha (against Standard Index)0.31-0.79
Beta (against Standard Index)0.600.82
Mean Annual Return0.250.18
R-squared (against Standard Index)20.3747.59
Standard Deviation1.581.81
Sharpe Ratio0.680.16
Treynor Ratio1.99-2.49