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Mediolanum Excellent FI (MEDIOLANUMEX.BC)

10.48 Up 0.04(0.38%) Jul 22

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up9
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)-4.62-6.82
Beta (against Standard Index)0.691.02
Mean Annual Return0.210.30
R-squared (against Standard Index)76.5953.21
Standard Deviation3.957.54
Sharpe Ratio0.520.45
Treynor Ratio2.922.73
5 Years
StatisticMEDIOLANUMEX.BCCategory
Alpha (against Standard Index)-2.40-4.86
Beta (against Standard Index)0.480.94
Mean Annual Return0.240.41
R-squared (against Standard Index)59.6448.23
Standard Deviation3.277.53
Sharpe Ratio0.700.61
Treynor Ratio4.825.32
10 Years
StatisticMEDIOLANUMEX.BCCategory
Alpha (against Standard Index)-0.20-2.19
Beta (against Standard Index)0.420.93
Mean Annual Return0.290.31
R-squared (against Standard Index)47.6552.46
Standard Deviation4.048.78
Sharpe Ratio0.400.22
Treynor Ratio3.791.43