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    More On IT0003073209…

    AcomeA Patrimonio Aggressivo A1 (IT0003073209.MI)

    3.92 Up 0.01(0.26%) Feb 22

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2005):21.05%
    Worst 1 Yr Total Return(Dec 30, 2008):-38.34%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-4.12-4.23
    Beta (against Standard Index)0.870.90
    Mean Annual Return0.230.32
    R-squared (against Standard Index)59.0960.67
    Standard Deviation7.667.86
    Sharpe Ratio0.350.51
    Treynor Ratio2.823.81
    5 Years
    Alpha (against Standard Index)-7.79-4.28
    Beta (against Standard Index)1.050.94
    Mean Annual Return0.110.37
    R-squared (against Standard Index)44.5556.90
    Standard Deviation9.847.38
    Sharpe Ratio0.110.62
    Treynor Ratio0.544.81
    10 Years
    Alpha (against Standard Index)-9.14-3.67
    Beta (against Standard Index)1.340.92
    Mean Annual Return-0.170.16
    R-squared (against Standard Index)62.5054.18
    Standard Deviation12.149.14
    Sharpe Ratio-0.280.09
    Treynor Ratio-3.110.55