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    Mediolanum Mercados Emergentes S-A FI (MEDIOLANUMME.BC)

    12.96 Up 0.06(0.47%) Jan 22

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up10
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2009):71.89%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.87%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMEDIOLANUMME.BCCategory
    Alpha (against Standard Index)-0.62-2.80
    Beta (against Standard Index)0.821.03
    Mean Annual Return0.290.20
    R-squared (against Standard Index)63.9186.09
    Standard Deviation11.1312.22
    Sharpe Ratio0.310.20
    Treynor Ratio3.521.70
    5 Years
    StatisticMEDIOLANUMME.BCCategory
    Alpha (against Standard Index)-6.17-3.84
    Beta (against Standard Index)1.141.06
    Mean Annual Return-0.020.15
    R-squared (against Standard Index)73.6684.82
    Standard Deviation16.1114.27
    Sharpe Ratio-0.020.14
    Treynor Ratio-1.360.86
    10 Years
    StatisticMEDIOLANUMME.BCCategory
    Alpha (against Standard Index)-1.68-3.66
    Beta (against Standard Index)1.331.32
    Mean Annual Return0.870.69
    R-squared (against Standard Index)82.3185.13
    Standard Deviation22.5021.68
    Sharpe Ratio0.400.32
    Treynor Ratio4.903.68