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    AcomeA Patrimonio Dinamico A1 (IT0003073183.MI)

    5.26 Up 0.01(0.19%) Oct 20

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2012):17.85%
    Worst 1 Yr Total Return(Dec 30, 2008):-20.84%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.37-3.61
    Beta (against Standard Index)0.730.87
    Mean Annual Return0.200.38
    R-squared (against Standard Index)53.8672.60
    Standard Deviation6.766.79
    Sharpe Ratio0.350.70
    Treynor Ratio2.985.37
    5 Years
    Alpha (against Standard Index)-4.27-3.73
    Beta (against Standard Index)0.870.92
    Mean Annual Return0.280.50
    R-squared (against Standard Index)38.1170.16
    Standard Deviation8.846.63
    Sharpe Ratio0.340.91
    Treynor Ratio3.106.40
    10 Years
    Alpha (against Standard Index)-4.34-2.78
    Beta (against Standard Index)0.900.93
    Mean Annual Return0.070.24
    R-squared (against Standard Index)55.9073.26
    Standard Deviation8.567.79
    Sharpe Ratio-0.060.22
    Treynor Ratio-1.001.61