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    More On IT0000390044…


    AcomeA Italia A1 (IT0000390044.MI)

    15.75 Up 0.01(0.06%) Dec 5

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up15
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2013):30.24%
    Worst 1 Yr Total Return(Dec 30, 2008):-47.28%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIT0000390044.MICategory
    Alpha (against Standard Index)3.312.67
    Beta (against Standard Index)1.170.96
    Mean Annual Return0.910.15
    R-squared (against Standard Index)90.8891.55
    Standard Deviation23.1216.84
    Sharpe Ratio0.470.11
    Treynor Ratio7.380.58
    5 Years
    StatisticIT0000390044.MICategory
    Alpha (against Standard Index)2.553.84
    Beta (against Standard Index)1.090.90
    Mean Annual Return0.260.69
    R-squared (against Standard Index)88.7490.72
    Standard Deviation24.2518.24
    Sharpe Ratio0.110.45
    Treynor Ratio-0.137.59
    10 Years
    StatisticIT0000390044.MICategory
    Alpha (against Standard Index)0.681.83
    Beta (against Standard Index)1.000.91
    Mean Annual Return-0.13-0.10
    R-squared (against Standard Index)91.2091.69
    Standard Deviation22.2320.40
    Sharpe Ratio-0.13-0.12
    Treynor Ratio-5.31-4.86