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    Mediolanum Excellent FI (MEDIOLANUMEX.BC)

    10.46 Down 0.06(0.57%) Feb 3

    Risk as of Dec 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up11
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):7.91%
    Worst 1 Yr Total Return(Dec 30, 2001):-18.19%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMEDIOLANUMEX.BCCategory
    Alpha (against Standard Index)-1.86-4.18
    Beta (against Standard Index)0.570.90
    Mean Annual Return0.330.41
    R-squared (against Standard Index)74.5262.64
    Standard Deviation4.437.80
    Sharpe Ratio0.880.62
    Treynor Ratio6.755.72
    5 Years
    StatisticMEDIOLANUMEX.BCCategory
    Alpha (against Standard Index)-2.64-5.70
    Beta (against Standard Index)0.580.98
    Mean Annual Return0.210.23
    R-squared (against Standard Index)70.8958.46
    Standard Deviation4.268.34
    Sharpe Ratio0.500.30
    Treynor Ratio3.584.42
    10 Years
    StatisticMEDIOLANUMEX.BCCategory
    Alpha (against Standard Index)-0.28-3.07
    Beta (against Standard Index)0.430.92
    Mean Annual Return0.250.20
    R-squared (against Standard Index)56.7054.04
    Standard Deviation4.059.20
    Sharpe Ratio0.380.10
    Treynor Ratio3.512.26