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    AcomeA Asia Pacifico A1 (IT0001394300.MI)

    4.44 Up 0.04(0.91%) Aug 24

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2005):45.65%
    Worst 1 Yr Total Return(Dec 30, 2008):-44.74%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.17-0.71
    Beta (against Standard Index)0.880.97
    Mean Annual Return0.070.30
    R-squared (against Standard Index)74.3685.84
    Standard Deviation13.9614.42
    Sharpe Ratio0.050.24
    Treynor Ratio-0.262.71
    5 Years
    Alpha (against Standard Index)0.47-0.80
    Beta (against Standard Index)1.000.99
    Mean Annual Return0.240.23
    R-squared (against Standard Index)75.5987.98
    Standard Deviation17.1915.99
    Sharpe Ratio0.160.17
    Treynor Ratio1.361.56
    10 Years
    Alpha (against Standard Index)-3.49-0.62
    Beta (against Standard Index)1.030.99
    Mean Annual Return0.010.34
    R-squared (against Standard Index)87.5789.99
    Standard Deviation19.8218.83
    Sharpe Ratio-0.040.17
    Treynor Ratio-2.811.39