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    More On IT0001394284…

    AcomeA Paesi Emergenti A1 (IT0001394284.MI)

    6.82 Up 0.06(0.89%) Dec 7

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up8
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2005):47.15%
    Worst 1 Yr Total Return(Dec 30, 2008):-53.20%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.731.86
    Beta (against Standard Index)1.250.92
    Mean Annual Return-0.320.12
    R-squared (against Standard Index)84.1482.66
    Standard Deviation21.0914.83
    Sharpe Ratio-0.180.12
    Treynor Ratio-4.670.89
    5 Years
    Alpha (against Standard Index)-0.791.85
    Beta (against Standard Index)1.080.94
    Mean Annual Return-0.280.35
    R-squared (against Standard Index)83.6184.52
    Standard Deviation21.6715.90
    Sharpe Ratio-0.160.27
    Treynor Ratio-5.143.39
    10 Years
    Alpha (against Standard Index)-4.00-5.06
    Beta (against Standard Index)0.880.96
    Mean Annual Return0.190.19
    R-squared (against Standard Index)86.3090.84
    Standard Deviation23.8925.18
    Sharpe Ratio0.050.06
    Treynor Ratio-1.92-1.88