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More On MEDIOLANUMFO…


Mediolanum Fondcuenta FI (MEDIOLANUMFO.BC)

2,626.63 Down 1.38(0.05%) Jul 21

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up21
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2001):3.97%
Worst 1 Yr Total Return(Dec 30, 2010):-0.35%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMEDIOLANUMFO.BCCategory
Alpha (against Standard Index)1.410.19
Beta (against Standard Index)1.441.03
Mean Annual Return0.160.06
R-squared (against Standard Index)0.4216.26
Standard Deviation0.920.25
Sharpe Ratio1.580.18
Treynor Ratio1.030.08
5 Years
StatisticMEDIOLANUMFO.BCCategory
Alpha (against Standard Index)0.690.10
Beta (against Standard Index)2.061.09
Mean Annual Return0.110.06
R-squared (against Standard Index)1.1512.13
Standard Deviation0.790.25
Sharpe Ratio0.98-0.20
Treynor Ratio0.38-0.33
10 Years
StatisticMEDIOLANUMFO.BCCategory
Alpha (against Standard Index)-0.28-0.27
Beta (against Standard Index)0.680.34
Mean Annual Return0.130.13
R-squared (against Standard Index)0.577.97
Standard Deviation0.590.49
Sharpe Ratio-0.34-1.49
Treynor Ratio-0.33-1.45