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    AcomeA Patrimonio Prudente A1 (IT0003073167.MI)

    6.12 0.00(0.00%) Jul 20

    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)-6.00-2.66
    Beta (against Standard Index)1.260.75
    Mean Annual Return0.150.26
    R-squared (against Standard Index)34.9363.11
    Standard Deviation9.924.30
    Sharpe Ratio0.170.76
    Treynor Ratio1.003.55
    5 Years
    Alpha (against Standard Index)-5.65-3.14
    Beta (against Standard Index)1.410.78
    Mean Annual Return0.380.26
    R-squared (against Standard Index)34.0461.58
    Standard Deviation10.574.45
    Sharpe Ratio0.410.65
    Treynor Ratio2.723.45
    10 Years
    Alpha (against Standard Index)-2.90-2.23
    Beta (against Standard Index)1.000.81
    Mean Annual Return0.200.22
    R-squared (against Standard Index)32.3860.45
    Standard Deviation7.954.68
    Sharpe Ratio0.120.27
    Treynor Ratio0.701.46