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    More On IT0000390069…

    AcomeA Globale A1 (IT0000390069.MI)

    12.01 Down 0.05(0.41%) Mar 22

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up14
    Number of Years Down9
    Best 1 Yr Total Return(Dec 30, 2013):26.57%
    Worst 1 Yr Total Return(Dec 30, 2008):-42.23%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.51-2.33
    Beta (against Standard Index)1.101.02
    Mean Annual Return0.180.23
    R-squared (against Standard Index)85.9582.69
    Standard Deviation14.0112.01
    Sharpe Ratio0.150.22
    Treynor Ratio1.051.95
    5 Years
    Alpha (against Standard Index)-4.59-2.14
    Beta (against Standard Index)1.161.03
    Mean Annual Return0.160.63
    R-squared (against Standard Index)87.2185.40
    Standard Deviation16.4612.56
    Sharpe Ratio0.110.60
    Treynor Ratio0.416.74
    10 Years
    Alpha (against Standard Index)-3.94-0.46
    Beta (against Standard Index)0.991.00
    Mean Annual Return0.030.33
    R-squared (against Standard Index)90.6888.78
    Standard Deviation17.7018.00
    Sharpe Ratio-0.040.19
    Treynor Ratio-2.221.84