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    AcomeA America A1 (IT0000382108.MI)

    16.22 0.00(0.00%) Jul 20

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up17
    Number of Years Down12
    Best 1 Yr Total Return(Dec 30, 2013):22.49%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.65%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIT0000382108.MICategory
    Alpha (against Standard Index)-11.33-2.88
    Beta (against Standard Index)1.201.02
    Mean Annual Return0.040.61
    R-squared (against Standard Index)71.4687.44
    Standard Deviation16.2412.37
    Sharpe Ratio0.020.60
    Treynor Ratio-0.726.87
    5 Years
    StatisticIT0000382108.MICategory
    Alpha (against Standard Index)-9.70-3.16
    Beta (against Standard Index)1.151.04
    Mean Annual Return0.200.74
    R-squared (against Standard Index)79.1288.56
    Standard Deviation16.4113.88
    Sharpe Ratio0.140.65
    Treynor Ratio0.858.09
    10 Years
    StatisticIT0000382108.MICategory
    Alpha (against Standard Index)-4.68-1.56
    Beta (against Standard Index)0.950.98
    Mean Annual Return0.160.47
    R-squared (against Standard Index)83.9987.86
    Standard Deviation16.7516.85
    Sharpe Ratio0.050.28
    Treynor Ratio-0.573.46