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    More On IT0001029823…

    AcomeA Liquidità A1 (IT0001029823.MI)

    9.08 0.00(0.00%) Jan 19

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up14
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2012):13.92%
    Worst 1 Yr Total Return(Dec 30, 2011):-5.72%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.680.13
    Beta (against Standard Index)-13.51-0.30
    Mean Annual Return0.070.00
    R-squared (against Standard Index)20.915.83
    Standard Deviation0.390.09
    Sharpe Ratio2.032.88
    Treynor Ratio-0.060.07
    5 Years
    Alpha (against Standard Index)1.910.21
    Beta (against Standard Index)27.100.72
    Mean Annual Return0.240.02
    R-squared (against Standard Index)3.8416.78
    Standard Deviation4.580.18
    Sharpe Ratio0.571.48
    Treynor Ratio0.090.22
    10 Years
    Alpha (against Standard Index)0.25-0.10
    Beta (against Standard Index)-0.970.13
    Mean Annual Return0.130.09
    R-squared (against Standard Index)0.024.35
    Standard Deviation4.640.50
    Sharpe Ratio0.04-0.69
    Treynor Ratio-0.07-0.40