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    AcomeA Performance A1 (IT0000384583.MI)

    23.19 Down 0.17(0.73%) Sep 26

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up21
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2012):23.63%
    Worst 1 Yr Total Return(Dec 30, 2011):-8.24%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-5.44-2.56
    Beta (against Standard Index)1.250.75
    Mean Annual Return0.190.29
    R-squared (against Standard Index)34.7562.85
    Standard Deviation9.914.27
    Sharpe Ratio0.230.85
    Treynor Ratio1.444.88
    5 Years
    Alpha (against Standard Index)-5.61-2.65
    Beta (against Standard Index)1.430.77
    Mean Annual Return0.400.31
    R-squared (against Standard Index)34.0662.57
    Standard Deviation10.734.30
    Sharpe Ratio0.420.84
    Treynor Ratio2.814.46
    10 Years
    Alpha (against Standard Index)-1.13-2.16
    Beta (against Standard Index)0.870.81
    Mean Annual Return0.300.22
    R-squared (against Standard Index)25.7360.72
    Standard Deviation7.744.68
    Sharpe Ratio0.290.28
    Treynor Ratio2.301.54