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    More On IT0004718612…


    AcomeA Liquidità A2 (IT0004718612.MI)

    8.93 0.00(0.00%) Feb 16

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:
    Number of Years Up4
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2012):13.92%
    Worst 1 Yr Total Return(Dec 30, 2015):0.16%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIT0004718612.MICategory
    Alpha (against Standard Index)0.680.12
    Beta (against Standard Index)-13.15-0.04
    Mean Annual Return0.070.00
    R-squared (against Standard Index)19.284.48
    Standard Deviation0.400.09
    Sharpe Ratio1.992.87
    Treynor Ratio-0.060.15
    5 Years
    StatisticIT0004718612.MICategory
    Alpha (against Standard Index)N/A0.20
    Beta (against Standard Index)N/A0.62
    Mean Annual ReturnN/A0.02
    R-squared (against Standard Index)N/A17.85
    Standard DeviationN/A0.16
    Sharpe RatioN/A1.54
    Treynor RatioN/A-0.71
    10 Years
    StatisticIT0004718612.MICategory
    Alpha (against Standard Index)N/A-0.09
    Beta (against Standard Index)N/A0.13
    Mean Annual ReturnN/A0.09
    R-squared (against Standard Index)N/A4.39
    Standard DeviationN/A0.50
    Sharpe RatioN/A-0.65
    Treynor RatioN/A-2.11