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    AcomeA Fondo ETF Attivo A1 (IT0001394326.MI)

    4.05 Down 0.03(0.74%) Aug 19

    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):17.27%
    Worst 1 Yr Total Return(Dec 30, 2008):-22.82%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-12.04-4.91
    Beta (against Standard Index)1.790.90
    Mean Annual Return0.170.31
    R-squared (against Standard Index)67.3061.78
    Standard Deviation14.787.92
    Sharpe Ratio0.140.50
    Treynor Ratio0.543.53
    5 Years
    Alpha (against Standard Index)-8.68-6.62
    Beta (against Standard Index)1.461.01
    Mean Annual Return0.320.27
    R-squared (against Standard Index)52.4958.79
    Standard Deviation12.628.48
    Sharpe Ratio0.280.38
    Treynor Ratio1.932.54
    10 Years
    Alpha (against Standard Index)-5.20-3.58
    Beta (against Standard Index)1.170.92
    Mean Annual Return0.100.20
    R-squared (against Standard Index)59.0553.77
    Standard Deviation10.949.24
    Sharpe Ratio-0.020.12
    Treynor Ratio-0.690.83