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AcomeA Patrimonio Prudente A1 (IT0003073167.MI)

6.23 0.00(0.00%) Jan 18

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up8
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2012):20.54%
Worst 1 Yr Total Return(Dec 30, 2011):-8.43%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-6.00-2.46
Beta (against Standard Index)1.260.74
Mean Annual Return0.150.23
R-squared (against Standard Index)34.9361.49
Standard Deviation9.924.31
Sharpe Ratio0.170.66
Treynor Ratio1.004.27
5 Years
Alpha (against Standard Index)-5.65-2.21
Beta (against Standard Index)1.410.75
Mean Annual Return0.380.31
R-squared (against Standard Index)34.0461.64
Standard Deviation10.574.03
Sharpe Ratio0.410.92
Treynor Ratio2.723.49
10 Years
Alpha (against Standard Index)-2.90-2.29
Beta (against Standard Index)1.000.81
Mean Annual Return0.200.19
R-squared (against Standard Index)32.3860.44
Standard Deviation7.954.68
Sharpe Ratio0.120.24
Treynor Ratio0.701.28